-76.5%
PATH vs SPGI
+16.6%
-93.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | -0.3% |
| 7D | -4.8% | +7.2% | -12.0% | -11.2% |
| 30D | +2.7% | +23.2% | -20.6% | -16.3% |
| 3M | -4.2% | +17.0% | -21.2% | -17.7% |
| 6M | +24.7% | +20.4% | +4.3% | +3.2% |
| YTD | -17.6% | -1.9% | -15.7% | -17.8% |
| 1Y | -5.3% | +2.9% | -8.2% | -10.7% |
| 3Y | -22.0% | +36.2% | -58.2% | -50.4% |
| 5Y | -76.5% | +14.8% | -91.3% | -83.9% |
| All | -76.5% | +16.6% | -93.1% | -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