-81.1%
PATH vs SPG
+165.1%
-246.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.1% |
| 7D | -5.6% | +5.0% | -10.6% | -8.9% |
| 30D | -0.7% | +12.3% | -13.0% | -8.9% |
| 3M | -5.9% | +1.9% | -7.7% | -7.4% |
| 6M | +21.6% | +14.4% | +7.2% | +8.8% |
| YTD | -20.6% | +26.5% | -47.1% | -35.1% |
| 1Y | -10.6% | +30.7% | -41.3% | -28.9% |
| 3Y | -24.9% | +122.6% | -147.5% | -63.0% |
| 5Y | -76.8% | +73.3% | -150.1% | -88.1% |
| All | -81.1% | +165.1% | -246.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling