+157.5%
GOOG vs PATH
-79.7%
+237.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.0% | +2.1% | +0.9% | +2.7% |
| 30D | -14.9% | +1.6% | -16.5% | -15.1% |
| 3M | -14.9% | -20.4% | +5.5% | -12.1% |
| 6M | -26.6% | +40.1% | -66.7% | -31.7% |
| YTD | -6.6% | -19.0% | +12.4% | -5.5% |
| 1Y | +5.1% | -5.8% | +10.9% | +2.5% |
| 3Y | +121.0% | -22.9% | +143.9% | +108.5% |
| 5Y | +97.3% | -75.3% | +172.6% | +92.2% |
| All | +157.5% | -79.7% | +237.3% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling