-75.2%
PATH vs PPG
-15.7%
-59.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.1% | +0.7% | +1.3% | +1.5% |
| 30D | +1.6% | +17.6% | -16.0% | -9.1% |
| 3M | -20.4% | +7.5% | -27.9% | -24.7% |
| 6M | +40.1% | +17.6% | +22.5% | +22.7% |
| YTD | -19.0% | +22.6% | -41.6% | -34.6% |
| 1Y | -5.8% | +28.0% | -33.8% | -27.0% |
| 3Y | -22.9% | +1.8% | -24.7% | -28.6% |
| All | -75.2% | -15.7% | -59.6% | -77.5% |
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