-76.5%
PATH vs PLUG
-96.5%
+20.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +2.1% |
| 7D | -4.8% | +2.8% | -7.6% | -5.5% |
| 30D | +2.7% | -22.8% | +25.4% | +8.6% |
| 3M | -4.2% | -32.4% | +28.2% | +3.9% |
| 6M | +24.7% | -53.4% | +78.1% | +43.6% |
| YTD | -17.6% | -25.9% | +8.3% | -18.0% |
| 1Y | -5.3% | -42.1% | +36.7% | -0.9% |
| 3Y | -22.0% | -77.9% | +55.9% | -17.6% |
| 5Y | -76.5% | -96.4% | +19.9% | -53.0% |
| All | -76.5% | -96.5% | +20.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling