-78.0%
PATH vs PPG
-25.9%
-52.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.2% | -17.6% |
| 7D | -16.3% | -1.5% | -14.8% | -15.7% |
| 30D | +9.9% | -5.0% | +14.9% | +13.1% |
| 3M | +30.2% | +1.1% | +29.0% | +27.6% |
| 6M | +37.2% | -3.2% | +40.4% | +35.6% |
| YTD | -7.3% | +11.9% | -19.2% | -19.1% |
| 1Y | +40.0% | +5.3% | +34.7% | +27.4% |
| 3Y | -4.4% | -15.0% | +10.6% | +2.5% |
| 5Y | -76.0% | -19.6% | -56.4% | -76.9% |
| All | -78.0% | -25.9% | -52.1% | -78.3% |
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 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