-20.6%
PFE vs PATH
-78.0%
+57.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.8% |
| 7D | -0.2% | -5.6% | +5.4% | 0.0% |
| 30D | +8.7% | -0.7% | +9.3% | +8.7% |
| 3M | +15.8% | -5.9% | +21.6% | +15.9% |
| 6M | +16.8% | +21.6% | -4.7% | +15.7% |
| YTD | +26.2% | -20.6% | +46.8% | +26.6% |
| 1Y | +29.9% | -10.6% | +40.5% | +29.6% |
| 3Y | +15.9% | -24.9% | +40.8% | +14.5% |
| 5Y | -20.6% | -76.8% | +56.2% | -28.1% |
| All | -20.6% | -78.0% | +57.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling