-22.9%
PATH vs SCHG
+79.3%
-102.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.3% |
| 7D | +2.1% | +2.7% | -0.7% | -1.5% |
| 30D | +1.6% | -5.2% | +6.8% | +8.3% |
| 3M | -20.4% | -5.2% | -15.3% | -15.0% |
| 6M | +40.1% | -0.6% | +40.7% | +41.8% |
| YTD | -19.0% | +4.7% | -23.8% | -23.1% |
| 1Y | -5.8% | +6.0% | -11.9% | -11.9% |
| 3Y | -22.9% | +78.9% | -101.9% | -65.1% |
| All | -22.9% | +79.3% | -102.2% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling