-0.2%
GOOG vs PATH
-10.2%
+10.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.1% | -5.3% | +7.4% | +2.4% |
| 30D | -18.3% | -0.5% | -17.7% | -18.2% |
| 3M | -20.3% | -7.1% | -13.2% | -20.1% |
| 6M | -28.1% | +23.8% | -51.9% | -28.4% |
| YTD | -9.3% | -20.7% | +11.3% | -9.3% |
| 1Y | -0.2% | -8.1% | +7.8% | +0.5% |
| All | -0.2% | -10.2% | +10.0% | +0.5% |
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