-78.0%
PATH vs SCHG
+110.9%
-188.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -15.3% |
| 7D | -16.3% | -0.7% | -15.6% | -15.2% |
| 30D | +9.9% | +0.2% | +9.7% | +10.2% |
| 3M | +30.2% | +2.2% | +27.9% | +26.7% |
| 6M | +37.2% | +15.0% | +22.2% | +10.6% |
| YTD | -7.3% | +9.2% | -16.5% | -18.8% |
| 1Y | +40.0% | +15.7% | +24.3% | +12.9% |
| 3Y | -4.4% | +87.3% | -91.7% | -65.5% |
| 5Y | -76.0% | +84.5% | -160.5% | -90.9% |
| All | -78.0% | +110.9% | -188.9% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling