-76.8%
PATH vs SPGI
+11.5%
-88.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -1.9% |
| 7D | -5.6% | +2.6% | -8.1% | -7.9% |
| 30D | -0.7% | +19.3% | -19.9% | -16.4% |
| 3M | -5.9% | +15.5% | -21.3% | -18.1% |
| 6M | +21.6% | +18.3% | +3.2% | +2.3% |
| YTD | -20.6% | -3.8% | -16.8% | -19.4% |
| 1Y | -10.6% | +1.3% | -11.9% | -14.4% |
| 3Y | -24.9% | +33.6% | -58.5% | -51.3% |
| 5Y | -76.8% | +13.2% | -90.0% | -83.9% |
| All | -76.8% | +11.5% | -88.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling