-81.0%
PATH vs AGG
-0.1%
-80.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -2.7% | -0.6% | -2.2% | -1.8% |
| 30D | -1.4% | +1.6% | -3.0% | -4.0% |
| 3M | -16.4% | -0.5% | -15.9% | -15.7% |
| 6M | +23.3% | -1.1% | +24.3% | +25.7% |
| YTD | -19.8% | -0.7% | -19.1% | -18.8% |
| 1Y | -8.6% | -0.7% | -7.9% | -7.6% |
| 3Y | -24.0% | +14.5% | -38.6% | -42.6% |
| 5Y | -77.1% | -0.9% | -76.2% | -79.3% |
| All | -81.0% | -0.1% | -80.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling