-75.2%
PATH vs SCHG
+69.4%
-144.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.5% |
| 7D | +2.1% | +2.7% | -0.7% | -2.3% |
| 30D | +1.6% | -5.2% | +6.8% | +9.7% |
| 3M | -20.4% | -5.2% | -15.3% | -13.9% |
| 6M | +40.1% | -0.6% | +40.7% | +41.5% |
| YTD | -19.0% | +4.7% | -23.8% | -25.0% |
| 1Y | -5.8% | +6.0% | -11.9% | -14.4% |
| 3Y | -22.9% | +78.9% | -101.9% | -71.2% |
| All | -75.2% | +69.4% | -144.6% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling