-79.7%
PATH vs SCHG
+109.3%
-189.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -6.5% |
| 7D | -22.8% | -0.1% | -22.7% | -22.4% |
| 30D | -6.9% | -1.5% | -5.4% | -4.1% |
| 3M | +25.4% | +4.4% | +21.0% | +18.3% |
| 6M | +18.1% | +15.7% | +2.4% | -5.5% |
| YTD | -14.5% | +8.3% | -22.8% | -24.1% |
| 1Y | +18.7% | +14.2% | +4.5% | -2.2% |
| 3Y | -24.2% | +88.3% | -112.5% | -72.9% |
| 5Y | -75.2% | +83.5% | -158.6% | -90.5% |
| All | -79.7% | +109.3% | -189.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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