+3.4%
PFE vs PATH
-79.4%
+82.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.5% |
| 7D | +4.6% | -4.8% | +9.3% | +4.7% |
| 30D | +12.3% | +2.7% | +9.7% | +12.2% |
| 3M | +21.2% | -4.2% | +25.4% | +21.2% |
| 6M | +21.1% | +24.7% | -3.7% | +20.1% |
| YTD | +30.0% | -17.6% | +47.6% | +30.2% |
| 1Y | +35.6% | -5.3% | +40.9% | +35.1% |
| 3Y | +19.5% | -22.0% | +41.5% | +18.2% |
| 5Y | -9.3% | -76.5% | +67.2% | -15.5% |
| All | +3.4% | -79.4% | +82.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling