+987.1%
NVDA vs PATH
-80.0%
+1,067.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.5% | +0.7% | -9.2% | -8.6% |
| 30D | -27.3% | -1.1% | -26.1% | -27.1% |
| 3M | -25.8% | -14.2% | -11.6% | -23.5% |
| 6M | -24.6% | +30.9% | -55.4% | -32.5% |
| YTD | -10.7% | -20.1% | +9.4% | -9.1% |
| 1Y | -14.0% | -8.1% | -6.0% | -17.7% |
| 3Y | +244.9% | -24.3% | +269.1% | +217.8% |
| 5Y | +449.3% | -75.6% | +524.9% | +504.3% |
| All | +987.1% | -80.0% | +1,067.1% | +1,113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling