-78.0%
PATH vs SPGI
+29.2%
-107.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -15.2% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | +8.4% | +1.5% | +2.4% |
| 3M | +30.2% | +11.8% | +18.3% | +16.8% |
| 6M | +37.2% | +5.7% | +31.5% | +30.2% |
| YTD | -7.3% | -9.7% | +2.4% | -0.4% |
| 1Y | +40.0% | -12.5% | +52.5% | +53.7% |
| 3Y | -4.4% | +21.8% | -26.2% | -27.6% |
| 5Y | -76.0% | +8.2% | -84.2% | -82.9% |
| All | -78.0% | +29.2% | -107.2% | -82.9% |
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 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