-5.3%
PATH vs PFG
+46.8%
-52.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +0.9% |
| 7D | -4.8% | +4.9% | -9.7% | -7.0% |
| 30D | +2.7% | +5.7% | -3.0% | -0.2% |
| 3M | -4.2% | +2.6% | -6.7% | -5.0% |
| 6M | +24.7% | +19.8% | +5.0% | +14.6% |
| YTD | -17.6% | +36.3% | -53.9% | -27.5% |
| 1Y | -5.3% | +47.9% | -53.2% | -20.9% |
| All | -5.3% | +46.8% | -52.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling