-81.4%
PATH vs CHD
+33.2%
-114.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.3% | +2.4% | -4.7% | -2.3% |
| 30D | -4.8% | +13.9% | -18.7% | -4.9% |
| 3M | -17.7% | +8.5% | -26.2% | -17.7% |
| 6M | +18.9% | +20.4% | -1.5% | +19.1% |
| YTD | -21.7% | +34.5% | -56.3% | -22.1% |
| 1Y | -9.6% | +33.8% | -43.4% | -10.1% |
| 3Y | -25.8% | +29.1% | -55.0% | -27.6% |
| 5Y | -77.1% | +31.2% | -108.3% | -78.2% |
| All | -81.4% | +33.2% | -114.6% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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