-81.1%
PATH vs PCG
+21.9%
-103.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.5% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -0.7% | +5.8% | -6.5% | -1.8% |
| 3M | -5.9% | -22.8% | +16.9% | -1.8% |
| 6M | +21.6% | -18.4% | +40.0% | +24.2% |
| YTD | -20.6% | -16.9% | -3.8% | -20.5% |
| 1Y | -10.6% | -17.6% | +7.0% | -10.3% |
| 3Y | -24.9% | -20.0% | -4.9% | -25.8% |
| 5Y | -76.8% | +16.0% | -92.8% | -80.2% |
| All | -81.1% | +21.9% | -103.0% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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