-81.1%
PATH vs CG
+21.1%
-102.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | +0.4% |
| 7D | -5.6% | -1.5% | -4.1% | -4.8% |
| 30D | -0.7% | +2.8% | -3.5% | -2.8% |
| 3M | -5.9% | -19.2% | +13.4% | +7.6% |
| 6M | +21.6% | -21.0% | +42.5% | +39.2% |
| YTD | -20.6% | -31.0% | +10.3% | -1.9% |
| 1Y | -10.6% | -21.1% | +10.5% | +1.0% |
| 3Y | -24.9% | +48.8% | -73.7% | -52.6% |
| 5Y | -76.8% | -21.5% | -55.3% | -79.3% |
| All | -81.1% | +21.1% | -102.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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