-77.0%
PATH vs SCHG
+64.3%
-141.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.6% |
| 7D | -5.3% | -3.4% | -1.9% | -0.3% |
| 30D | -0.5% | -10.1% | +9.6% | +16.8% |
| 3M | -7.1% | -6.3% | -0.8% | +2.8% |
| 6M | +23.8% | -1.8% | +25.6% | +27.5% |
| YTD | -20.7% | +1.9% | -22.6% | -23.2% |
| 1Y | -8.1% | +2.6% | -10.7% | -12.1% |
| 3Y | -21.8% | +78.4% | -100.2% | -70.6% |
| All | -77.0% | +64.3% | -141.3% | -90.1% |
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 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