-81.0%
PATH vs SCHW
+56.1%
-137.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | -1.4% | -4.4% | +3.1% | +0.7% |
| 3M | -16.4% | -13.6% | -2.8% | -10.3% |
| 6M | +23.3% | +5.9% | +17.3% | +19.1% |
| YTD | -19.8% | -6.2% | -13.6% | -18.0% |
| 1Y | -8.6% | -2.2% | -6.3% | -8.2% |
| 3Y | -24.0% | +76.9% | -100.9% | -44.3% |
| 5Y | -77.1% | +21.6% | -98.7% | -79.8% |
| All | -81.0% | +56.1% | -137.1% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling