+16.0%
PG vs PATH
-76.4%
+92.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.3% | -0.3% |
| 7D | +1.9% | -16.3% | +18.2% | +1.9% |
| 30D | -0.2% | +9.9% | -10.2% | -0.3% |
| 3M | +4.8% | +30.2% | -25.4% | +4.6% |
| 6M | -6.1% | +37.2% | -43.3% | -6.3% |
| YTD | +4.5% | -7.3% | +11.8% | +4.6% |
| 1Y | -5.3% | +40.0% | -45.3% | -6.0% |
| 3Y | +2.6% | -4.4% | +7.0% | +1.7% |
| All | +16.0% | -76.4% | +92.5% | +11.0% |
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 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