-8.1%
PATH vs PPG
+30.5%
-38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.3% | +2.4% | -7.7% | -5.0% |
| 30D | -0.5% | +16.5% | -17.0% | +0.8% |
| 3M | -7.1% | +5.1% | -12.2% | -6.7% |
| 6M | +23.8% | +11.1% | +12.7% | +26.2% |
| YTD | -20.7% | +21.7% | -42.3% | -14.8% |
| 1Y | -8.1% | +32.0% | -40.0% | +2.4% |
| All | -8.1% | +30.5% | -38.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling