-78.0%
PATH vs PRU
+66.4%
-144.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.0% |
| 7D | -16.3% | +1.9% | -18.2% | -17.2% |
| 30D | +9.9% | +2.7% | +7.2% | +8.1% |
| 3M | +30.2% | +19.5% | +10.7% | +16.7% |
| 6M | +37.2% | +26.6% | +10.6% | +17.8% |
| YTD | -7.3% | +12.3% | -19.7% | -14.5% |
| 1Y | +40.0% | +18.0% | +22.0% | +24.3% |
| 3Y | -4.4% | +47.0% | -51.4% | -29.1% |
| 5Y | -76.0% | +48.4% | -124.5% | -81.5% |
| All | -78.0% | +66.4% | -144.3% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling