-78.0%
PATH vs COR
+199.2%
-277.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.8% | -16.7% |
| 7D | -16.3% | +2.8% | -19.1% | -16.2% |
| 30D | +9.9% | +4.5% | +5.4% | +10.1% |
| 3M | +30.2% | +22.7% | +7.5% | +30.7% |
| 6M | +37.2% | -9.7% | +47.0% | +37.2% |
| YTD | -7.3% | -1.4% | -5.9% | -7.4% |
| 1Y | +40.0% | +13.9% | +26.1% | +39.5% |
| 3Y | -4.4% | +94.0% | -98.4% | -8.3% |
| 5Y | -76.0% | +184.0% | -260.0% | -77.0% |
| All | -78.0% | +199.2% | -277.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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