-78.0%
PATH vs ALL
+139.9%
-217.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.4% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | +9.9% | -1.5% | +11.4% | +10.1% |
| 3M | +30.2% | +23.6% | +6.5% | +24.9% |
| 6M | +37.2% | +22.3% | +14.9% | +31.8% |
| YTD | -7.3% | +26.5% | -33.8% | -11.7% |
| 1Y | +40.0% | +27.0% | +13.0% | +32.8% |
| 3Y | -4.4% | +149.6% | -154.0% | -25.6% |
| 5Y | -76.0% | +118.1% | -194.1% | -80.8% |
| All | -78.0% | +139.9% | -217.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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