-75.2%
PATH vs SCHW
+20.7%
-95.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +2.1% | +2.0% | +0.1% | +1.0% |
| 30D | +1.6% | -3.6% | +5.2% | +3.5% |
| 3M | -20.4% | -15.0% | -5.5% | -13.4% |
| 6M | +40.1% | +2.6% | +37.5% | +37.4% |
| YTD | -19.0% | -5.7% | -13.4% | -17.3% |
| 1Y | -5.8% | -0.9% | -4.9% | -6.1% |
| 3Y | -22.9% | +79.4% | -102.3% | -45.9% |
| All | -75.2% | +20.7% | -95.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling