-21.8%
PATH vs AGG
+15.0%
-36.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.3% | +0.2% | -5.5% | -5.5% |
| 30D | -0.5% | +2.4% | -2.9% | -3.2% |
| 3M | -7.1% | -0.2% | -6.9% | -7.0% |
| 6M | +23.8% | -1.0% | +24.8% | +25.0% |
| YTD | -20.7% | -0.4% | -20.3% | -20.5% |
| 1Y | -8.1% | -0.1% | -8.0% | -8.2% |
| 3Y | -21.8% | +15.3% | -37.1% | -47.0% |
| All | -21.8% | +15.0% | -36.8% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling