-75.7%
PATH vs SPG
+102.5%
-178.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -15.9% |
| 7D | -16.3% | -2.4% | -13.9% | -14.6% |
| 30D | +9.9% | -6.8% | +16.8% | +16.2% |
| 3M | +30.2% | +2.7% | +27.5% | +26.7% |
| 6M | +37.2% | +5.5% | +31.8% | +28.8% |
| YTD | -7.3% | +15.7% | -23.0% | -20.0% |
| 1Y | +40.0% | +20.9% | +19.1% | +15.3% |
| 3Y | -4.4% | +112.4% | -116.8% | -55.5% |
| All | -75.7% | +102.5% | -178.2% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling