-8.1%
PATH vs EW
+23.2%
-31.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -5.3% | +11.0% | -16.3% | -8.0% |
| 30D | -0.5% | +19.1% | -19.6% | -5.2% |
| 3M | -7.1% | +14.4% | -21.5% | -10.6% |
| 6M | +23.8% | +22.8% | +1.0% | +18.2% |
| YTD | -20.7% | +19.8% | -40.5% | -21.1% |
| 1Y | -8.1% | +23.9% | -32.0% | -13.5% |
| All | -8.1% | +23.2% | -31.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling