-77.0%
PATH vs PPG
-16.6%
-60.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -5.3% | +2.4% | -7.7% | -7.0% |
| 30D | -0.5% | +16.5% | -17.0% | -10.4% |
| 3M | -7.1% | +5.1% | -12.2% | -10.8% |
| 6M | +23.8% | +11.1% | +12.7% | +12.9% |
| YTD | -20.7% | +21.7% | -42.3% | -35.6% |
| 1Y | -8.1% | +32.0% | -40.0% | -30.6% |
| 3Y | -21.8% | +2.8% | -24.6% | -28.4% |
| All | -77.0% | -16.6% | -60.4% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling