-78.0%
PATH vs PGR
+144.1%
-222.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -16.3% |
| 7D | -16.3% | +0.1% | -16.5% | -16.3% |
| 30D | +9.9% | +2.9% | +7.0% | +9.5% |
| 3M | +30.2% | +12.1% | +18.0% | +28.5% |
| 6M | +37.2% | +3.7% | +33.5% | +36.4% |
| YTD | -7.3% | +2.4% | -9.7% | -7.7% |
| 1Y | +40.0% | -6.4% | +46.4% | +40.8% |
| 3Y | -4.4% | +76.8% | -81.2% | -15.9% |
| 5Y | -76.0% | +154.3% | -230.4% | -79.4% |
| All | -78.0% | +144.1% | -222.1% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling