-80.8%
PATH vs PFG
+125.4%
-206.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | +2.1% | +2.4% | -0.3% | +0.3% |
| 30D | +1.6% | +5.9% | -4.3% | -2.6% |
| 3M | -20.4% | -0.4% | -20.0% | -20.5% |
| 6M | +40.1% | +14.8% | +25.3% | +26.4% |
| YTD | -19.0% | +31.9% | -51.0% | -34.2% |
| 1Y | -5.8% | +38.8% | -44.6% | -26.3% |
| 3Y | -22.9% | +82.4% | -105.3% | -51.7% |
| 5Y | -75.3% | +94.7% | -170.0% | -84.8% |
| All | -80.8% | +125.4% | -206.2% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling