+118.0%
GOOG vs PATH
-24.4%
+142.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.1% | -5.3% | +7.4% | +2.6% |
| 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% | -30.1% |
| YTD | -9.3% | -20.7% | +11.3% | -8.2% |
| 1Y | -0.2% | -8.1% | +7.8% | -1.3% |
| 3Y | +118.0% | -21.8% | +139.9% | +113.2% |
| All | +118.0% | -24.4% | +142.4% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling