-81.2%
PATH vs CHD
+30.3%
-111.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -5.3% | +2.0% | -7.3% | -5.3% |
| 30D | -0.5% | +13.0% | -13.5% | -0.6% |
| 3M | -7.1% | +6.1% | -13.2% | -7.2% |
| 6M | +23.8% | +15.9% | +7.9% | +24.0% |
| YTD | -20.7% | +31.6% | -52.3% | -21.1% |
| 1Y | -8.1% | +28.5% | -36.5% | -8.4% |
| 3Y | -21.8% | +30.5% | -52.3% | -24.2% |
| 5Y | -76.8% | +30.7% | -107.6% | -77.8% |
| All | -81.2% | +30.3% | -111.4% | -82.3% |
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