-76.5%
PATH vs B
+143.2%
-219.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.5% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | +2.7% | +0.3% | +2.3% | +2.5% |
| 3M | -4.2% | +5.4% | -9.6% | -5.3% |
| 6M | +24.7% | +5.5% | +19.2% | +22.4% |
| YTD | -17.6% | -6.3% | -11.2% | -18.0% |
| 1Y | -5.3% | +29.4% | -34.7% | -12.5% |
| 3Y | -22.0% | +160.3% | -182.3% | -40.4% |
| 5Y | -76.5% | +144.6% | -221.1% | -82.8% |
| All | -76.5% | +143.2% | -219.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling