-21.8%
PATH vs SCHG
+79.1%
-100.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.4% |
| 7D | -5.3% | -3.4% | -1.9% | -1.2% |
| 30D | -0.5% | -10.1% | +9.6% | +13.6% |
| 3M | -7.1% | -6.3% | -0.8% | +1.1% |
| 6M | +23.8% | -1.8% | +25.6% | +27.3% |
| YTD | -20.7% | +1.9% | -22.6% | -22.0% |
| 1Y | -8.1% | +2.6% | -10.7% | -10.4% |
| 3Y | -21.8% | +78.4% | -100.2% | -66.3% |
| All | -21.8% | +79.1% | -100.9% | -66.3% |
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