+23.8%
PATH vs PGR
+15.2%
+8.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | -0.5% | +6.4% | -6.9% | -3.0% |
| 3M | -7.1% | +5.8% | -13.0% | -8.7% |
| 6M | +23.8% | +15.8% | +8.0% | +19.9% |
| All | +23.8% | +15.2% | +8.6% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling