-81.1%
PATH vs CF
+188.4%
-269.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.9% | -4.2% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -0.7% | +2.2% | -2.9% | -0.9% |
| 3M | -5.9% | +2.1% | -8.0% | -6.1% |
| 6M | +21.6% | -6.5% | +28.1% | +22.0% |
| YTD | -20.6% | +55.6% | -76.2% | -25.7% |
| 1Y | -10.6% | +42.3% | -52.9% | -15.3% |
| 3Y | -24.9% | +55.7% | -80.6% | -30.8% |
| 5Y | -76.8% | +122.4% | -199.3% | -80.0% |
| All | -81.1% | +188.4% | -269.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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