-23.9%
PATH vs SCHW
+76.3%
-100.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +0.7% | -0.9% | +1.6% | +1.2% |
| 30D | -1.1% | -4.4% | +3.3% | +1.1% |
| 3M | -14.2% | -15.9% | +1.7% | -5.9% |
| 6M | +30.9% | +2.0% | +28.9% | +28.6% |
| YTD | -20.1% | -7.3% | -12.8% | -17.6% |
| 1Y | -8.1% | -4.9% | -3.1% | -6.5% |
| All | -23.9% | +76.3% | -100.2% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling