-77.0%
PATH vs PGR
+165.2%
-242.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -5.1% |
| 30D | -0.5% | +6.4% | -6.9% | -1.5% |
| 3M | -7.1% | +5.8% | -13.0% | -7.9% |
| 6M | +23.8% | +15.8% | +8.0% | +21.4% |
| YTD | -20.7% | +6.5% | -27.2% | -21.5% |
| 1Y | -8.1% | +15.7% | -23.8% | -10.1% |
| 3Y | -21.8% | +57.4% | -79.3% | -29.7% |
| All | -77.0% | +165.2% | -242.2% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling