-78.0%
PATH vs COMP
-35.2%
-42.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.2% | -16.8% |
| 7D | -16.3% | +1.4% | -17.7% | -16.8% |
| 30D | +9.9% | -13.3% | +23.2% | +14.4% |
| 3M | +30.2% | +41.1% | -11.0% | +15.6% |
| 6M | +37.2% | +17.2% | +20.0% | +25.2% |
| YTD | -7.3% | +5.2% | -12.5% | -13.0% |
| 1Y | +40.0% | +18.9% | +21.1% | +23.7% |
| 3Y | -4.4% | +215.9% | -220.3% | -48.4% |
| 5Y | -76.0% | -31.2% | -44.8% | -81.8% |
| All | -78.0% | -35.2% | -42.8% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling