-81.2%
PATH vs CAPR
+134.4%
-215.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.2% |
| 7D | -5.3% | +41.1% | -46.4% | -6.1% |
| 30D | -0.5% | +11.1% | -11.6% | -0.9% |
| 3M | -7.1% | +115.3% | -122.5% | -9.2% |
| 6M | +23.8% | -73.8% | +97.6% | +25.6% |
| YTD | -20.7% | -68.8% | +48.1% | -20.1% |
| 1Y | -8.1% | +43.3% | -51.4% | -16.7% |
| 3Y | -21.8% | +214.7% | -236.5% | -43.8% |
| 5Y | -76.8% | +141.3% | -218.1% | -85.0% |
| All | -81.2% | +134.4% | -215.5% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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