-5.3%
PATH vs PGR
+21.4%
-26.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | -4.8% | +4.1% | -8.9% | -5.7% |
| 30D | +2.7% | +10.4% | -7.8% | +0.2% |
| 3M | -4.2% | +11.4% | -15.6% | -6.3% |
| 6M | +24.7% | +17.9% | +6.8% | +21.9% |
| YTD | -17.6% | +9.8% | -27.3% | -19.0% |
| 1Y | -5.3% | +19.3% | -24.6% | -1.8% |
| All | -5.3% | +21.4% | -26.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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