-78.0%
PATH vs TROW
-21.1%
-56.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -15.7% |
| 7D | -16.3% | -1.3% | -15.0% | -15.1% |
| 30D | +9.9% | -4.5% | +14.4% | +14.8% |
| 3M | +30.2% | +3.9% | +26.3% | +25.1% |
| 6M | +37.2% | +22.6% | +14.6% | +12.6% |
| YTD | -7.3% | +10.1% | -17.5% | -16.7% |
| 1Y | +40.0% | +3.6% | +36.4% | +33.5% |
| 3Y | -4.4% | +12.4% | -16.8% | -17.9% |
| 5Y | -76.0% | -37.5% | -38.5% | -73.9% |
| All | -78.0% | -21.1% | -56.9% | -65.5% |
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