-80.4%
PATH vs PEP
+15.3%
-95.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.4% |
| 7D | -4.8% | +7.4% | -12.2% | -5.7% |
| 30D | +2.7% | +13.3% | -10.7% | +0.8% |
| 3M | -4.2% | +3.5% | -7.7% | -4.6% |
| 6M | +24.7% | -5.9% | +30.7% | +25.6% |
| YTD | -17.6% | +2.3% | -19.8% | -18.7% |
| 1Y | -5.3% | +3.7% | -9.0% | -7.1% |
| 3Y | -22.0% | -4.8% | -17.2% | -22.9% |
| 5Y | -76.5% | +1.9% | -78.4% | -76.3% |
| All | -80.4% | +15.3% | -95.7% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling