-75.6%
PATH vs AGG
-1.7%
-73.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.8% |
| 7D | +0.7% | -1.4% | +2.1% | +3.3% |
| 30D | -1.1% | +0.9% | -2.0% | -2.7% |
| 3M | -14.2% | -1.2% | -12.9% | -12.2% |
| 6M | +30.9% | -1.4% | +32.3% | +34.3% |
| YTD | -20.1% | -1.4% | -18.7% | -18.1% |
| 1Y | -8.1% | -1.3% | -6.8% | -6.1% |
| 3Y | -24.3% | +13.8% | -38.0% | -42.7% |
| 5Y | -75.6% | -1.6% | -74.1% | -77.2% |
| All | -75.6% | -1.7% | -73.9% | -77.2% |
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