-23.7%
PATH vs PPG
+4.6%
-28.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -1.4% | +21.2% | -22.6% | -7.6% |
| 3M | -16.4% | +8.2% | -24.6% | -18.8% |
| 6M | +23.3% | +17.2% | +6.1% | +15.8% |
| YTD | -19.8% | +25.0% | -44.8% | -29.4% |
| 1Y | -8.6% | +33.5% | -42.1% | -23.0% |
| All | -23.7% | +4.6% | -28.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling