-10.6%
PATH vs PFGC
+17.6%
-28.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | +12.5% | -18.0% | -5.0% |
| 30D | -0.7% | +17.0% | -17.6% | +0.4% |
| 3M | -5.9% | -2.1% | -3.8% | -6.7% |
| 6M | +21.6% | +25.9% | -4.3% | +26.8% |
| YTD | -20.6% | +22.0% | -42.6% | -16.5% |
| 1Y | -10.6% | +14.8% | -25.4% | -4.0% |
| All | -10.6% | +17.6% | -28.2% | -4.0% |
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