-76.5%
PATH vs PRU
+42.5%
-119.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | -1.6% |
| 7D | -4.8% | +9.8% | -14.6% | -10.8% |
| 30D | +2.7% | +11.6% | -8.9% | -5.0% |
| 3M | -4.2% | +3.7% | -7.9% | -6.6% |
| 6M | +24.7% | +33.0% | -8.2% | +2.3% |
| YTD | -17.6% | +16.6% | -34.2% | -26.6% |
| 1Y | -5.3% | +26.9% | -32.3% | -20.9% |
| 3Y | -22.0% | +55.7% | -77.7% | -47.3% |
| 5Y | -76.5% | +44.5% | -121.0% | -82.9% |
| All | -76.5% | +42.5% | -119.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling