-81.4%
PATH vs PPG
-17.5%
-63.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +3.2% | -5.5% | -4.2% |
| 30D | -4.8% | +20.4% | -25.2% | -15.4% |
| 3M | -17.7% | +8.4% | -26.1% | -22.2% |
| 6M | +18.9% | +15.6% | +3.3% | +6.5% |
| YTD | -21.7% | +24.4% | -46.1% | -36.3% |
| 1Y | -9.6% | +32.9% | -42.5% | -30.5% |
| 3Y | -25.8% | +3.7% | -29.5% | -31.6% |
| 5Y | -77.1% | -13.7% | -63.4% | -79.5% |
| All | -81.4% | -17.5% | -63.9% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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