-75.7%
PATH vs PFGC
+111.4%
-187.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.3% |
| 7D | -16.3% | -2.2% | -14.1% | -15.3% |
| 30D | +9.9% | -11.9% | +21.9% | +17.5% |
| 3M | +30.2% | +5.0% | +25.2% | +25.6% |
| 6M | +37.2% | +8.6% | +28.6% | +28.1% |
| YTD | -7.3% | +9.7% | -17.0% | -15.8% |
| 1Y | +40.0% | -6.3% | +46.3% | +40.3% |
| 3Y | -4.4% | +58.2% | -62.6% | -34.8% |
| All | -75.7% | +111.4% | -187.1% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling