-77.4%
PATH vs SPYG
+67.2%
-144.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -4.1% |
| 7D | -2.7% | 0.0% | -2.7% | -3.2% |
| 30D | -3.7% | -8.4% | +4.7% | +8.8% |
| 3M | -13.8% | -6.2% | -7.5% | -5.8% |
| 6M | +20.3% | -1.8% | +22.1% | +21.2% |
| YTD | -20.8% | +8.4% | -29.2% | -32.2% |
| 1Y | -9.2% | +10.1% | -19.3% | -24.4% |
| 3Y | -21.8% | +94.9% | -116.7% | -75.7% |
| 5Y | -77.4% | +68.5% | -145.9% | -90.8% |
| All | -77.4% | +67.2% | -144.6% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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