+42.6%
PG vs PATH
-80.2%
+122.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.9% | -2.7% | +5.6% | +2.9% |
| 30D | +12.0% | -3.7% | +15.7% | +12.0% |
| 3M | +16.2% | -13.8% | +30.0% | +16.2% |
| 6M | +16.6% | +20.3% | -3.7% | +16.6% |
| YTD | +20.9% | -20.8% | +41.7% | +21.1% |
| 1Y | +17.8% | -9.2% | +27.1% | +17.9% |
| 3Y | +21.2% | -21.8% | +42.9% | +20.7% |
| 5Y | +31.7% | -77.4% | +109.1% | +25.0% |
| All | +42.6% | -80.2% | +122.8% | +35.1% |
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 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