+99.9%
GOOG vs PATH
-76.8%
+176.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.6% |
| 7D | +1.2% | -2.7% | +3.9% | +1.7% |
| 30D | -16.7% | -1.4% | -15.4% | -16.5% |
| 3M | -15.2% | -16.4% | +1.2% | -13.1% |
| 6M | -24.8% | +23.3% | -48.0% | -28.7% |
| YTD | -7.2% | -19.8% | +12.6% | -5.8% |
| 1Y | -0.1% | -8.6% | +8.4% | -2.3% |
| 3Y | +118.8% | -24.0% | +142.9% | +105.4% |
| 5Y | +99.9% | -77.1% | +177.1% | +101.7% |
| All | +99.9% | -76.8% | +176.7% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling