-77.0%
PATH vs AGG
-1.2%
-75.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | -5.3% | +0.2% | -5.5% | -5.6% |
| 30D | -0.5% | +2.4% | -2.9% | -4.5% |
| 3M | -7.1% | -0.2% | -6.9% | -6.7% |
| 6M | +23.8% | -1.0% | +24.8% | +26.1% |
| YTD | -20.7% | -0.4% | -20.3% | -20.2% |
| 1Y | -8.1% | -0.1% | -8.0% | -8.0% |
| 3Y | -21.8% | +15.3% | -37.1% | -42.3% |
| All | -77.0% | -1.2% | -75.8% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling