+40.0%
PATH vs SPGI
-12.7%
+52.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -15.7% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | +9.9% | +8.4% | +1.5% | +5.0% |
| 3M | +30.2% | +11.8% | +18.3% | +21.3% |
| 6M | +37.2% | +5.7% | +31.5% | +31.3% |
| YTD | -7.3% | -9.7% | +2.4% | -7.0% |
| 1Y | +40.0% | -12.5% | +52.5% | +40.3% |
| All | +40.0% | -12.7% | +52.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling