-81.1%
PATH vs CHD
+32.7%
-113.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -5.6% | +5.0% | -10.6% | -5.6% |
| 30D | -0.7% | +15.3% | -16.0% | -0.8% |
| 3M | -5.9% | +7.7% | -13.6% | -5.9% |
| 6M | +21.6% | +19.8% | +1.8% | +21.8% |
| YTD | -20.6% | +34.0% | -54.6% | -21.0% |
| 1Y | -10.6% | +30.1% | -40.7% | -10.9% |
| 3Y | -24.9% | +33.0% | -57.8% | -27.2% |
| 5Y | -76.8% | +33.1% | -109.9% | -77.7% |
| All | -81.1% | +32.7% | -113.8% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling