-81.2%
PATH vs PFGC
+96.5%
-177.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | -5.3% | +8.5% | -13.8% | -9.5% |
| 30D | -0.5% | +15.0% | -15.5% | -7.7% |
| 3M | -7.1% | -6.2% | -1.0% | -5.0% |
| 6M | +23.8% | +15.7% | +8.1% | +13.2% |
| YTD | -20.7% | +19.6% | -40.2% | -30.7% |
| 1Y | -8.1% | +13.2% | -21.3% | -17.2% |
| 3Y | -21.8% | +77.0% | -98.8% | -47.4% |
| 5Y | -76.8% | +121.5% | -198.3% | -86.5% |
| All | -81.2% | +96.5% | -177.7% | -89.5% |
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