+44.5%
GOOG vs PATH
+39.0%
+5.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.6% | +15.5% | -0.3% |
| 7D | -2.2% | -16.3% | +14.1% | -1.5% |
| 30D | -6.9% | +9.9% | -16.8% | -7.5% |
| 3M | -9.1% | +30.2% | -39.3% | -10.5% |
| 6M | +10.6% | +37.2% | -26.6% | +9.1% |
| YTD | +7.0% | -7.3% | +14.3% | +6.6% |
| 1Y | +44.5% | +40.0% | +4.5% | +44.1% |
| All | +44.5% | +39.0% | +5.6% | +44.1% |
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