+57.4%
INTC vs PATH
-10.3%
+67.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -3.6% |
| 7D | -39.0% | -4.8% | -34.2% | -39.2% |
| 30D | -49.8% | +2.7% | -52.5% | -49.7% |
| 3M | -42.2% | -4.2% | -38.0% | -42.3% |
| 6M | -39.2% | +24.7% | -63.9% | -37.1% |
| YTD | +57.9% | -17.6% | +75.5% | +57.0% |
| 1Y | +57.4% | -5.3% | +62.7% | +55.6% |
| All | +57.4% | -10.3% | +67.7% | +55.6% |
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