-8.1%
PATH vs CHD
+28.5%
-36.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.5% |
| 7D | -5.3% | +2.0% | -7.3% | -4.8% |
| 30D | -0.5% | +13.0% | -13.5% | +2.4% |
| 3M | -7.1% | +6.1% | -13.2% | -6.0% |
| 6M | +23.8% | +15.9% | +7.9% | +30.8% |
| YTD | -20.7% | +31.6% | -52.3% | -11.0% |
| 1Y | -8.1% | +28.5% | -36.5% | +5.0% |
| All | -8.1% | +28.5% | -36.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling