+109.4%
C vs PATH
-78.0%
+187.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -4.5% |
| 7D | -5.3% | -5.6% | +0.3% | -4.6% |
| 30D | -7.3% | -0.7% | -6.6% | -7.3% |
| 3M | -13.5% | -5.9% | -7.6% | -13.5% |
| 6M | -6.5% | +21.6% | -28.1% | -10.4% |
| YTD | +3.6% | -20.6% | +24.2% | +4.7% |
| 1Y | +18.9% | -10.6% | +29.5% | +17.3% |
| 3Y | +205.0% | -24.9% | +229.9% | +193.0% |
| 5Y | +109.4% | -76.8% | +186.2% | +104.7% |
| All | +109.4% | -78.0% | +187.4% | +104.7% |
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