-78.0%
PATH vs COO
-30.8%
-47.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -15.7% |
| 7D | -16.3% | -2.2% | -14.1% | -15.1% |
| 30D | +9.9% | -7.0% | +16.9% | +14.6% |
| 3M | +30.2% | +12.2% | +18.0% | +20.3% |
| 6M | +37.2% | -15.1% | +52.3% | +50.1% |
| YTD | -7.3% | -15.1% | +7.8% | +1.4% |
| 1Y | +40.0% | +2.3% | +37.7% | +34.3% |
| 3Y | -4.4% | -23.7% | +19.3% | +5.9% |
| 5Y | -76.0% | -38.9% | -37.1% | -73.9% |
| All | -78.0% | -30.8% | -47.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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