-81.1%
PATH vs COO
-36.8%
-44.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.9% |
| 7D | -5.6% | +5.3% | -10.8% | -8.3% |
| 30D | -0.7% | +12.5% | -13.2% | -7.2% |
| 3M | -5.9% | -15.1% | +9.3% | +2.1% |
| 6M | +21.6% | +3.7% | +17.9% | +15.6% |
| YTD | -20.6% | -22.5% | +1.9% | -9.7% |
| 1Y | -10.6% | -7.8% | -2.8% | -9.5% |
| 3Y | -24.9% | -24.1% | -0.8% | -19.8% |
| 5Y | -76.8% | -40.1% | -36.7% | -73.0% |
| All | -81.1% | -36.8% | -44.3% | -78.9% |
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