-81.1%
PATH vs PLUG
-94.5%
+13.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -2.0% |
| 7D | -5.6% | -4.9% | -0.7% | -4.6% |
| 30D | -0.7% | -27.4% | +26.7% | +6.7% |
| 3M | -5.9% | -35.7% | +29.9% | +3.5% |
| 6M | +21.6% | -59.3% | +80.9% | +45.2% |
| YTD | -20.6% | -31.5% | +10.8% | -19.6% |
| 1Y | -10.6% | -48.9% | +38.3% | -3.5% |
| 3Y | -24.9% | -79.6% | +54.7% | -20.1% |
| 5Y | -76.8% | -96.5% | +19.7% | -54.6% |
| All | -81.1% | -94.5% | +13.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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