-6.1%
PATH vs A
+26.9%
-33.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -17.0% |
| 7D | -16.3% | -1.9% | -14.4% | -15.4% |
| 30D | +9.9% | +6.9% | +3.0% | +5.9% |
| 3M | +30.2% | +9.2% | +20.9% | +23.2% |
| 6M | +37.2% | +25.7% | +11.5% | +18.1% |
| YTD | -7.3% | +11.5% | -18.9% | -13.7% |
| 1Y | +40.0% | +18.4% | +21.6% | +23.1% |
| All | -6.1% | +26.9% | -33.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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