-78.0%
PATH vs CAPR
+144.8%
-222.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.7% |
| 7D | -16.3% | -2.0% | -14.3% | -16.3% |
| 30D | +9.9% | +139.2% | -129.3% | +7.4% |
| 3M | +30.2% | -66.4% | +96.5% | +31.4% |
| 6M | +37.2% | -63.1% | +100.4% | +38.1% |
| YTD | -7.3% | -67.4% | +60.1% | -6.6% |
| 1Y | +40.0% | +58.2% | -18.2% | +25.9% |
| 3Y | -4.4% | +42.2% | -46.6% | -24.8% |
| 5Y | -76.0% | +87.3% | -163.3% | -84.1% |
| All | -78.0% | +144.8% | -222.8% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling