-81.2%
PATH vs PFG
+129.0%
-210.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.9% |
| 7D | -2.7% | +2.3% | -5.0% | -4.3% |
| 30D | -3.7% | +7.6% | -11.3% | -8.7% |
| 3M | -13.8% | +2.5% | -16.3% | -15.5% |
| 6M | +20.3% | +16.6% | +3.7% | +7.4% |
| YTD | -20.8% | +34.1% | -54.9% | -36.3% |
| 1Y | -9.2% | +44.1% | -53.3% | -30.8% |
| 3Y | -21.8% | +86.3% | -108.0% | -51.6% |
| 5Y | -77.4% | +101.6% | -179.0% | -86.3% |
| All | -81.2% | +129.0% | -210.2% | -87.7% |
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