-81.2%
PATH vs PCG
+19.5%
-100.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -5.3% | -1.6% | -3.7% | -5.0% |
| 30D | -0.5% | +1.4% | -1.9% | -0.9% |
| 3M | -7.1% | -23.4% | +16.2% | -3.1% |
| 6M | +23.8% | -19.4% | +43.2% | +26.6% |
| YTD | -20.7% | -18.5% | -2.2% | -20.3% |
| 1Y | -8.1% | -19.5% | +11.5% | -7.3% |
| 3Y | -21.8% | -21.0% | -0.8% | -22.8% |
| 5Y | -76.8% | +13.7% | -90.6% | -80.2% |
| All | -81.2% | +19.5% | -100.6% | -84.1% |
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