-81.0%
PATH vs PPG
-18.9%
-62.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -1.1% | +17.7% | -18.9% | -10.9% |
| 3M | -14.2% | +7.4% | -21.6% | -18.4% |
| 6M | +30.9% | +16.4% | +14.5% | +16.6% |
| YTD | -20.1% | +22.4% | -42.4% | -34.3% |
| 1Y | -8.1% | +28.6% | -36.7% | -27.6% |
| 3Y | -24.3% | +2.0% | -26.3% | -29.4% |
| 5Y | -75.6% | -15.6% | -60.0% | -78.0% |
| All | -81.0% | -18.9% | -62.1% | -82.3% |
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