-76.5%
PATH vs PCG
+17.7%
-94.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | +2.7% | +8.5% | -5.8% | +0.8% |
| 3M | -4.2% | -22.9% | +18.7% | +0.5% |
| 6M | +24.7% | -16.8% | +41.5% | +26.9% |
| YTD | -17.6% | -15.8% | -1.8% | -17.8% |
| 1Y | -5.3% | -16.0% | +10.7% | -5.7% |
| 3Y | -22.0% | -18.9% | -3.1% | -23.9% |
| 5Y | -76.5% | +17.4% | -93.9% | -81.7% |
| All | -76.5% | +17.7% | -94.2% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling