-81.1%
PATH vs PFGC
+100.5%
-181.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | +12.5% | -18.0% | -11.3% |
| 30D | -0.7% | +17.0% | -17.6% | -8.6% |
| 3M | -5.9% | -2.1% | -3.8% | -5.7% |
| 6M | +21.6% | +25.9% | -4.3% | +6.3% |
| YTD | -20.6% | +22.0% | -42.6% | -31.3% |
| 1Y | -10.6% | +14.8% | -25.4% | -19.9% |
| 3Y | -24.9% | +80.8% | -105.7% | -50.0% |
| 5Y | -76.8% | +126.0% | -202.8% | -86.6% |
| All | -81.1% | +100.5% | -181.6% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling