-81.2%
PATH vs PFG
+120.1%
-201.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.1% |
| 7D | -5.3% | -0.6% | -4.7% | -4.9% |
| 30D | -0.5% | +2.0% | -2.5% | -2.1% |
| 3M | -7.1% | -3.2% | -4.0% | -5.4% |
| 6M | +23.8% | +10.9% | +12.9% | +14.5% |
| YTD | -20.7% | +28.8% | -49.5% | -34.4% |
| 1Y | -8.1% | +39.2% | -47.2% | -28.2% |
| 3Y | -21.8% | +75.0% | -96.9% | -49.5% |
| 5Y | -76.8% | +91.9% | -168.8% | -85.5% |
| All | -81.2% | +120.1% | -201.3% | -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