+40.0%
PATH vs PFGC
-5.1%
+45.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.7% |
| 7D | -16.3% | -2.2% | -14.1% | -16.6% |
| 30D | +9.9% | -11.9% | +21.9% | +8.1% |
| 3M | +30.2% | +5.0% | +25.2% | +33.1% |
| 6M | +37.2% | +8.6% | +28.6% | +41.8% |
| YTD | -7.3% | +9.7% | -17.0% | -3.1% |
| 1Y | +40.0% | -6.3% | +46.3% | +43.4% |
| All | +40.0% | -5.1% | +45.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling