-80.4%
PATH vs COO
-35.9%
-44.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | -0.3% |
| 7D | -4.8% | +8.4% | -13.2% | -9.1% |
| 30D | +2.7% | +13.5% | -10.8% | -4.5% |
| 3M | -4.2% | -13.8% | +9.6% | +3.0% |
| 6M | +24.7% | +4.7% | +20.0% | +18.0% |
| YTD | -17.6% | -21.4% | +3.8% | -6.9% |
| 1Y | -5.3% | -6.7% | +1.4% | -4.7% |
| 3Y | -22.0% | -23.0% | +1.0% | -17.4% |
| 5Y | -76.5% | -38.7% | -37.8% | -72.8% |
| All | -80.4% | -35.9% | -44.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling