-77.0%
PATH vs A
+15.4%
-92.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.3% |
| 7D | -5.3% | -0.1% | -5.3% | -5.3% |
| 30D | -0.5% | +3.4% | -3.9% | -3.0% |
| 3M | -7.1% | +23.8% | -31.0% | -21.2% |
| 6M | +23.8% | +49.0% | -25.2% | -10.6% |
| YTD | -20.7% | +29.4% | -50.1% | -36.4% |
| 1Y | -8.1% | +19.4% | -27.4% | -21.7% |
| 3Y | -21.8% | +66.2% | -88.0% | -51.1% |
| All | -77.0% | +15.4% | -92.4% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling