-76.5%
PATH vs COO
-38.9%
-37.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | -0.5% |
| 7D | -4.8% | +8.4% | -13.2% | -9.3% |
| 30D | +2.7% | +13.5% | -10.8% | -4.9% |
| 3M | -4.2% | -13.8% | +9.6% | +3.4% |
| 6M | +24.7% | +4.7% | +20.0% | +17.5% |
| YTD | -17.6% | -21.4% | +3.8% | -6.3% |
| 1Y | -5.3% | -6.7% | +1.4% | -4.8% |
| 3Y | -22.0% | -23.0% | +1.0% | -18.0% |
| 5Y | -76.5% | -38.7% | -37.8% | -71.1% |
| All | -76.5% | -38.9% | -37.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling