-81.2%
PATH vs COP
+244.0%
-325.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.3% | -11.5% | +6.2% | -3.5% |
| 30D | -0.5% | +5.0% | -5.5% | -1.4% |
| 3M | -7.1% | +17.5% | -24.6% | -9.8% |
| 6M | +23.8% | +16.2% | +7.6% | +20.1% |
| YTD | -20.7% | +48.8% | -69.5% | -26.9% |
| 1Y | -8.1% | +64.1% | -72.2% | -16.9% |
| 3Y | -21.8% | +25.7% | -47.5% | -26.8% |
| 5Y | -76.8% | +114.4% | -191.2% | -79.5% |
| All | -81.2% | +244.0% | -325.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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