-77.0%
PATH vs CHD
+30.9%
-107.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -5.3% | +2.0% | -7.3% | -5.4% |
| 30D | -0.5% | +13.0% | -13.5% | -1.0% |
| 3M | -7.1% | +6.1% | -13.2% | -7.4% |
| 6M | +23.8% | +15.9% | +7.9% | +23.4% |
| YTD | -20.7% | +31.6% | -52.3% | -21.9% |
| 1Y | -8.1% | +28.5% | -36.5% | -9.3% |
| 3Y | -21.8% | +30.5% | -52.3% | -25.9% |
| All | -77.0% | +30.9% | -107.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling