-80.4%
PATH vs ALL
+148.7%
-229.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.3% |
| 7D | -4.8% | +7.5% | -12.3% | -6.2% |
| 30D | +2.7% | +19.7% | -17.1% | -1.1% |
| 3M | -4.2% | +2.9% | -7.1% | -4.9% |
| 6M | +24.7% | +23.5% | +1.2% | +19.6% |
| YTD | -17.6% | +31.1% | -48.7% | -22.1% |
| 1Y | -5.3% | +40.5% | -45.8% | -12.0% |
| 3Y | -22.0% | +117.1% | -139.1% | -36.6% |
| 5Y | -76.5% | +158.6% | -235.1% | -80.9% |
| All | -80.4% | +148.7% | -229.1% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling