-78.0%
PATH vs B
+132.3%
-210.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -16.3% |
| 7D | -16.3% | -1.6% | -14.7% | -16.0% |
| 30D | +9.9% | +9.4% | +0.5% | +8.2% |
| 3M | +30.2% | +5.0% | +25.2% | +28.7% |
| 6M | +37.2% | -3.5% | +40.8% | +37.1% |
| YTD | -7.3% | +4.5% | -11.8% | -9.3% |
| 1Y | +40.0% | +67.8% | -27.8% | +22.9% |
| 3Y | -4.4% | +196.7% | -201.1% | -28.2% |
| 5Y | -76.0% | +151.9% | -228.0% | -82.2% |
| All | -78.0% | +132.3% | -210.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling