+19.0%
PG vs PATH
-10.8%
+29.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.9% | -2.7% | +5.6% | +2.8% |
| 30D | +12.0% | -3.7% | +15.7% | +11.9% |
| 3M | +16.2% | -13.8% | +30.0% | +15.8% |
| 6M | +16.6% | +20.3% | -3.7% | +18.8% |
| YTD | +20.9% | -20.8% | +41.7% | +20.8% |
| All | +19.0% | -10.8% | +29.8% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling