-81.2%
PATH vs PPG
-17.4%
-63.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.6% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -3.7% | +20.5% | -24.2% | -14.5% |
| 3M | -13.8% | +5.3% | -19.1% | -17.1% |
| 6M | +20.3% | +15.8% | +4.5% | +7.7% |
| YTD | -20.8% | +24.6% | -45.4% | -35.6% |
| 1Y | -9.2% | +33.6% | -42.8% | -30.4% |
| 3Y | -21.8% | +5.0% | -26.8% | -28.6% |
| 5Y | -77.4% | -14.0% | -63.4% | -79.8% |
| All | -81.2% | -17.4% | -63.7% | -82.7% |
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