-81.2%
PATH vs SPGI
+36.3%
-117.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | -5.3% | +0.3% | -5.6% | -5.6% |
| 30D | -0.5% | +18.4% | -18.9% | -14.6% |
| 3M | -7.1% | +15.7% | -22.8% | -18.4% |
| 6M | +23.8% | +17.3% | +6.5% | +6.6% |
| YTD | -20.7% | -4.7% | -16.0% | -18.8% |
| 1Y | -8.1% | +1.8% | -9.9% | -12.0% |
| 3Y | -21.8% | +31.7% | -53.5% | -45.1% |
| 5Y | -76.8% | +12.1% | -88.9% | -84.1% |
| All | -81.2% | +36.3% | -117.4% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling