+37.2%
PATH vs B
-4.5%
+41.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -16.7% |
| 7D | -16.3% | -1.6% | -14.7% | -16.4% |
| 30D | +9.9% | +9.4% | +0.5% | +11.3% |
| 3M | +30.2% | +5.0% | +25.2% | +31.1% |
| 6M | +37.2% | -3.5% | +40.8% | +36.8% |
| All | +37.2% | -4.5% | +41.8% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling