-29.2%
PATH vs SCHG
+85.5%
-114.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.2% |
| 7D | -24.6% | -0.9% | -23.7% | -23.4% |
| 30D | -13.0% | -2.3% | -10.7% | -9.7% |
| 3M | +26.2% | +4.5% | +21.7% | +20.3% |
| 6M | +13.4% | +13.6% | -0.2% | -3.1% |
| YTD | -17.2% | +7.6% | -24.8% | -23.8% |
| 1Y | +14.0% | +13.0% | +1.0% | -0.8% |
| All | -29.2% | +85.5% | -114.7% | -71.3% |
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