+39.5%
INTC vs PATH
-24.3%
+63.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.7% | -6.6% | -10.0% |
| 7D | -43.2% | -5.6% | -37.7% | -42.9% |
| 30D | -53.6% | -0.7% | -52.9% | -53.5% |
| 3M | -48.3% | -5.9% | -42.4% | -48.4% |
| 6M | -51.7% | +21.6% | -73.3% | -53.3% |
| YTD | +41.6% | -20.6% | +62.2% | +43.6% |
| 1Y | +36.1% | -10.6% | +46.7% | +34.2% |
| All | +39.5% | -24.3% | +63.8% | +41.3% |
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