-78.0%
PATH vs AR
+346.3%
-424.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.5% |
| 7D | -16.3% | +2.5% | -18.8% | -16.7% |
| 30D | +9.9% | +14.8% | -4.9% | +6.7% |
| 3M | +30.2% | +6.2% | +23.9% | +28.1% |
| 6M | +37.2% | +4.3% | +32.9% | +35.2% |
| YTD | -7.3% | +14.4% | -21.7% | -10.7% |
| 1Y | +40.0% | +21.3% | +18.7% | +33.0% |
| 3Y | -4.4% | +39.8% | -44.2% | -14.1% |
| 5Y | -76.0% | +142.1% | -218.1% | -80.8% |
| All | -78.0% | +346.3% | -424.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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