-21.8%
PATH vs CHD
+32.9%
-54.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.8% |
| 7D | -5.6% | +5.0% | -10.6% | -4.7% |
| 30D | -0.7% | +15.3% | -16.0% | +2.0% |
| 3M | -5.9% | +7.7% | -13.6% | -4.6% |
| 6M | +21.6% | +19.8% | +1.8% | +26.6% |
| YTD | -20.6% | +34.0% | -54.6% | -15.5% |
| 1Y | -10.6% | +30.1% | -40.7% | -5.2% |
| All | -21.8% | +32.9% | -54.7% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling