-81.0%
PATH vs CHD
+33.5%
-114.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -1.4% | +12.2% | -13.5% | -1.4% |
| 3M | -16.4% | +9.3% | -25.7% | -16.5% |
| 6M | +23.3% | +24.3% | -1.0% | +23.5% |
| YTD | -19.8% | +34.9% | -54.7% | -20.2% |
| 1Y | -8.6% | +32.7% | -41.3% | -8.9% |
| 3Y | -24.0% | +29.4% | -53.5% | -25.9% |
| 5Y | -77.1% | +31.7% | -108.8% | -78.2% |
| All | -81.0% | +33.5% | -114.4% | -82.1% |
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