-81.2%
PATH vs COR
+212.6%
-293.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -0.2% |
| 7D | -2.7% | +2.3% | -5.0% | -2.7% |
| 30D | -3.7% | +6.8% | -10.5% | -3.7% |
| 3M | -13.8% | +8.1% | -21.9% | -13.7% |
| 6M | +20.3% | +33.0% | -12.7% | +20.8% |
| YTD | -20.8% | +3.0% | -23.8% | -20.9% |
| 1Y | -9.2% | -3.4% | -5.8% | -9.3% |
| 3Y | -21.8% | +80.1% | -101.9% | -24.1% |
| 5Y | -77.4% | +194.7% | -272.1% | -78.4% |
| All | -81.2% | +212.6% | -293.8% | -82.0% |
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