+30.4%
PG vs PATH
-76.9%
+107.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.6% |
| 30D | +10.5% | -1.1% | +11.7% | +10.5% |
| 3M | +17.4% | -14.2% | +31.5% | +17.5% |
| 6M | +18.4% | +30.9% | -12.5% | +18.2% |
| YTD | +20.7% | -20.1% | +40.7% | +20.9% |
| 1Y | +16.8% | -8.1% | +24.9% | +16.8% |
| 3Y | +20.1% | -24.3% | +44.4% | +19.5% |
| 5Y | +30.4% | -75.6% | +106.0% | +23.9% |
| All | +30.4% | -76.9% | +107.3% | +23.9% |
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