-81.1%
PATH vs AR
+312.0%
-393.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -5.6% | -11.7% | +6.1% | -3.2% |
| 30D | -0.7% | +1.8% | -2.5% | -1.3% |
| 3M | -5.9% | +6.0% | -11.8% | -7.4% |
| 6M | +21.6% | -7.0% | +28.6% | +22.6% |
| YTD | -20.6% | +5.6% | -26.2% | -22.5% |
| 1Y | -10.6% | +10.8% | -21.4% | -13.6% |
| 3Y | -24.9% | +19.3% | -44.2% | -30.3% |
| 5Y | -76.8% | +73.3% | -150.1% | -80.5% |
| All | -81.1% | +312.0% | -393.1% | -87.3% |
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