-78.0%
PATH vs PFG
+131.6%
-209.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -15.6% |
| 7D | -16.3% | +5.5% | -21.8% | -19.4% |
| 30D | +9.9% | +2.4% | +7.5% | +8.0% |
| 3M | +30.2% | +13.6% | +16.6% | +18.8% |
| 6M | +37.2% | +27.9% | +9.3% | +14.8% |
| YTD | -7.3% | +35.6% | -42.9% | -25.8% |
| 1Y | +40.0% | +48.5% | -8.5% | +4.5% |
| 3Y | -4.4% | +66.9% | -71.3% | -35.9% |
| 5Y | -76.0% | +111.0% | -187.0% | -85.5% |
| All | -78.0% | +131.6% | -209.6% | -85.7% |
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 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