+16.6%
PG vs PATH
-7.8%
+24.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +0.1% |
| 30D | +10.2% | -1.4% | +11.5% | +10.1% |
| 3M | +16.2% | -16.4% | +32.6% | +15.6% |
| 6M | +18.6% | +23.3% | -4.7% | +21.1% |
| YTD | +20.4% | -19.8% | +40.2% | +20.4% |
| All | +16.6% | -7.8% | +24.4% | +17.3% |
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