+199.9%
GOOGL vs PATH
-76.8%
+276.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.6% | +15.5% | +1.7% |
| 7D | -2.3% | -16.3% | +14.0% | +0.4% |
| 30D | -6.6% | +9.9% | -16.5% | -8.6% |
| 3M | -8.9% | +30.2% | -39.1% | -13.7% |
| 6M | +11.9% | +37.2% | -25.3% | +4.2% |
| YTD | +8.3% | -7.3% | +15.7% | +7.4% |
| 1Y | +46.2% | +40.0% | +6.2% | +30.8% |
| 3Y | +151.9% | -4.4% | +156.3% | +127.8% |
| 5Y | +137.7% | -76.0% | +213.7% | +129.7% |
| All | +199.9% | -76.8% | +276.7% | +191.7% |
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