-80.4%
PATH vs COMP
-41.5%
-39.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +0.5% |
| 7D | -4.8% | +9.5% | -14.3% | -7.6% |
| 30D | +2.7% | +8.1% | -5.4% | -0.2% |
| 3M | -4.2% | -16.3% | +12.1% | +0.2% |
| 6M | +24.7% | +42.2% | -17.5% | +7.7% |
| YTD | -17.6% | -5.0% | -12.6% | -20.6% |
| 1Y | -5.3% | +20.1% | -25.4% | -15.8% |
| 3Y | -22.0% | +358.4% | -380.4% | -63.5% |
| 5Y | -76.5% | -21.9% | -54.6% | -82.4% |
| All | -80.4% | -41.5% | -39.0% | -84.2% |
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