-21.8%
PATH vs COMP
+309.8%
-331.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -2.1% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | -0.7% | -0.8% | +0.1% | -0.8% |
| 3M | -5.9% | -28.1% | +22.3% | -0.2% |
| 6M | +21.6% | +27.0% | -5.4% | +14.1% |
| YTD | -20.6% | -12.8% | -7.9% | -20.1% |
| 1Y | -10.6% | +4.9% | -15.5% | -13.4% |
| All | -21.8% | +309.8% | -331.5% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling