-78.0%
PATH vs A
+17.8%
-95.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -17.1% |
| 7D | -16.3% | -1.9% | -14.4% | -15.2% |
| 30D | +9.9% | +6.9% | +3.0% | +4.8% |
| 3M | +30.2% | +9.2% | +20.9% | +21.1% |
| 6M | +37.2% | +25.7% | +11.5% | +12.8% |
| YTD | -7.3% | +11.5% | -18.9% | -16.5% |
| 1Y | +40.0% | +18.4% | +21.6% | +18.3% |
| 3Y | -4.4% | +26.6% | -31.0% | -24.3% |
| 5Y | -76.0% | -12.8% | -63.2% | -76.6% |
| All | -78.0% | +17.8% | -95.8% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling