-21.8%
PATH vs SPGI
+33.8%
-55.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.4% |
| 7D | -5.6% | +2.6% | -8.1% | -7.3% |
| 30D | -0.7% | +19.3% | -19.9% | -12.4% |
| 3M | -5.9% | +15.5% | -21.3% | -14.7% |
| 6M | +21.6% | +18.3% | +3.2% | +7.7% |
| YTD | -20.6% | -3.8% | -16.8% | -20.2% |
| 1Y | -10.6% | +1.3% | -11.9% | -13.7% |
| All | -21.8% | +33.8% | -55.6% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling