-81.1%
PATH vs PFG
+123.9%
-205.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -1.1% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -0.7% | +2.8% | -3.5% | -2.8% |
| 3M | -5.9% | -1.0% | -4.8% | -5.5% |
| 6M | +21.6% | +13.6% | +8.0% | +10.6% |
| YTD | -20.6% | +31.1% | -51.7% | -35.1% |
| 1Y | -10.6% | +43.8% | -54.4% | -31.7% |
| 3Y | -24.9% | +75.0% | -99.9% | -51.4% |
| 5Y | -76.8% | +95.2% | -172.1% | -85.7% |
| All | -81.1% | +123.9% | -205.1% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling