+148.0%
GOOG vs PATH
-80.1%
+228.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.3% |
| 7D | -0.2% | -5.6% | +5.4% | +0.8% |
| 30D | -18.2% | -0.7% | -17.6% | -18.2% |
| 3M | -21.7% | -5.9% | -15.9% | -21.6% |
| 6M | -26.6% | +21.6% | -48.2% | -30.1% |
| YTD | -10.0% | -20.6% | +10.6% | -8.6% |
| 1Y | -0.8% | -10.6% | +9.8% | -2.3% |
| 3Y | +118.2% | -24.9% | +143.0% | +106.7% |
| 5Y | +90.6% | -76.8% | +167.4% | +86.5% |
| All | +148.0% | -80.1% | +228.2% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling