-76.8%
PATH vs CAPR
+126.3%
-203.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.6% |
| 7D | -5.6% | +29.7% | -35.3% | -6.1% |
| 30D | -0.7% | +11.0% | -11.7% | -1.0% |
| 3M | -5.9% | +118.8% | -124.7% | -7.9% |
| 6M | +21.6% | -73.9% | +95.5% | +23.2% |
| YTD | -20.6% | -70.2% | +49.6% | -19.9% |
| 1Y | -10.6% | +38.3% | -48.8% | -18.7% |
| 3Y | -24.9% | +199.7% | -224.5% | -46.6% |
| 5Y | -76.8% | +130.6% | -207.4% | -86.0% |
| All | -76.8% | +126.3% | -203.1% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling