-78.0%
PATH vs PCG
+31.2%
-109.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -19.1% | -17.1% |
| 7D | -16.3% | -13.9% | -2.5% | -14.3% |
| 30D | +9.9% | -16.9% | +26.8% | +13.2% |
| 3M | +30.2% | -14.7% | +44.9% | +32.8% |
| 6M | +37.2% | -23.8% | +61.0% | +43.9% |
| YTD | -7.3% | -10.5% | +3.2% | -8.3% |
| 1Y | +40.0% | -5.1% | +45.1% | +34.7% |
| 3Y | -4.4% | -11.6% | +7.2% | -7.9% |
| 5Y | -76.0% | +59.0% | -135.0% | -80.0% |
| All | -78.0% | +31.2% | -109.2% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling