-80.8%
PATH vs PFGC
+103.2%
-184.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +2.1% | +3.4% | -1.3% | +0.4% |
| 30D | +1.6% | +16.9% | -15.3% | -6.5% |
| 3M | -20.4% | +6.4% | -26.8% | -23.4% |
| 6M | +40.1% | +16.0% | +24.1% | +28.2% |
| YTD | -19.0% | +23.6% | -42.7% | -30.4% |
| 1Y | -5.8% | +16.6% | -22.4% | -16.3% |
| 3Y | -22.9% | +82.3% | -105.2% | -48.9% |
| 5Y | -75.3% | +138.7% | -214.0% | -85.9% |
| All | -80.8% | +103.2% | -184.0% | -89.4% |
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 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