-6.1%
PG vs PATH
+38.1%
-44.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.3% | -0.9% |
| 7D | +1.9% | -16.3% | +18.2% | +1.2% |
| 30D | -0.2% | +9.9% | -10.2% | +0.5% |
| 3M | +4.8% | +30.2% | -25.4% | +6.3% |
| 6M | -6.1% | +37.2% | -43.3% | -4.2% |
| All | -6.1% | +38.1% | -44.2% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling