-80.4%
PATH vs SPGI
+40.3%
-120.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | -0.1% |
| 7D | -4.8% | +7.2% | -12.0% | -10.7% |
| 30D | +2.7% | +23.2% | -20.6% | -15.0% |
| 3M | -4.2% | +17.0% | -21.2% | -16.7% |
| 6M | +24.7% | +20.4% | +4.3% | +4.9% |
| YTD | -17.6% | -1.9% | -15.7% | -17.8% |
| 1Y | -5.3% | +2.9% | -8.2% | -10.1% |
| 3Y | -22.0% | +36.2% | -58.2% | -46.9% |
| 5Y | -76.5% | +14.8% | -91.3% | -84.3% |
| All | -80.4% | +40.3% | -120.7% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling