+151.8%
GOOG vs PATH
-80.2%
+232.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.9% | -2.7% | +5.6% | +3.3% |
| 30D | -17.8% | -3.7% | -14.1% | -17.3% |
| 3M | -19.0% | -13.8% | -5.3% | -17.6% |
| 6M | -27.9% | +20.3% | -48.2% | -31.1% |
| YTD | -8.7% | -20.8% | +12.1% | -7.2% |
| 1Y | +2.5% | -9.2% | +11.8% | +0.6% |
| 3Y | +119.2% | -21.8% | +141.0% | +106.0% |
| 5Y | +93.4% | -77.4% | +170.9% | +89.5% |
| All | +151.8% | -80.2% | +232.0% | +149.6% |
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