-81.1%
PATH vs COMP
-46.2%
-34.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -1.2% |
| 7D | -5.6% | -1.8% | -3.8% | -5.2% |
| 30D | -0.7% | -0.8% | +0.1% | -0.9% |
| 3M | -5.9% | -28.1% | +22.3% | +3.3% |
| 6M | +21.6% | +27.0% | -5.4% | +8.7% |
| YTD | -20.6% | -12.8% | -7.9% | -21.5% |
| 1Y | -10.6% | +4.9% | -15.5% | -17.0% |
| 3Y | -24.9% | +321.0% | -345.9% | -64.0% |
| 5Y | -76.8% | -25.6% | -51.2% | -82.3% |
| All | -81.1% | -46.2% | -34.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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