-81.2%
PATH vs PPG
-19.4%
-61.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -5.3% | +2.4% | -7.7% | -6.9% |
| 30D | -0.5% | +16.5% | -17.0% | -9.8% |
| 3M | -7.1% | +5.1% | -12.2% | -10.6% |
| 6M | +23.8% | +11.1% | +12.7% | +13.7% |
| YTD | -20.7% | +21.7% | -42.3% | -34.5% |
| 1Y | -8.1% | +32.0% | -40.0% | -29.1% |
| 3Y | -21.8% | +2.8% | -24.6% | -27.7% |
| 5Y | -76.8% | -16.5% | -60.3% | -79.0% |
| All | -81.2% | -19.4% | -61.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling