-75.7%
PATH vs PFG
+110.8%
-186.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -15.5% |
| 7D | -16.3% | +5.5% | -21.8% | -19.7% |
| 30D | +9.9% | +2.4% | +7.5% | +7.9% |
| 3M | +30.2% | +13.6% | +16.6% | +17.9% |
| 6M | +37.2% | +27.9% | +9.3% | +13.0% |
| YTD | -7.3% | +35.6% | -42.9% | -27.3% |
| 1Y | +40.0% | +48.5% | -8.5% | +1.7% |
| 3Y | -4.4% | +66.9% | -71.3% | -38.6% |
| All | -75.7% | +110.8% | -186.5% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling