-81.2%
PATH vs SPG
+167.2%
-248.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | -5.3% | +4.9% | -10.2% | -8.6% |
| 30D | -0.5% | +15.6% | -16.1% | -10.6% |
| 3M | -7.1% | +4.1% | -11.2% | -10.0% |
| 6M | +23.8% | +13.6% | +10.2% | +11.5% |
| YTD | -20.7% | +27.5% | -48.2% | -35.6% |
| 1Y | -8.1% | +32.2% | -40.3% | -27.5% |
| 3Y | -21.8% | +126.0% | -147.8% | -62.0% |
| 5Y | -76.8% | +74.7% | -151.6% | -88.2% |
| All | -81.2% | +167.2% | -248.4% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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