-81.2%
PATH vs TROW
-21.1%
-60.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -5.3% | +4.3% | -9.7% | -9.1% |
| 30D | -0.5% | +4.2% | -4.7% | -4.5% |
| 3M | -7.1% | -3.4% | -3.7% | -4.3% |
| 6M | +23.8% | +4.7% | +19.1% | +17.4% |
| YTD | -20.7% | +10.1% | -30.8% | -28.9% |
| 1Y | -8.1% | +11.7% | -19.8% | -18.7% |
| 3Y | -21.8% | +32.5% | -54.3% | -43.3% |
| 5Y | -76.8% | -38.5% | -38.3% | -74.4% |
| All | -81.2% | -21.1% | -60.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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