-80.3%
PATH vs PGR
+140.2%
-220.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -24.6% | -2.7% | -21.9% | -24.2% |
| 30D | -13.0% | +0.7% | -13.7% | -13.0% |
| 3M | +26.2% | +7.7% | +18.5% | +25.2% |
| 6M | +13.4% | +4.3% | +9.1% | +12.7% |
| YTD | -17.2% | +0.7% | -17.9% | -17.4% |
| 1Y | +14.0% | -5.7% | +19.7% | +14.6% |
| 3Y | -26.6% | +73.7% | -100.2% | -35.2% |
| 5Y | -75.1% | +158.4% | -233.5% | -78.4% |
| All | -80.3% | +140.2% | -220.6% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling