-80.4%
PATH vs EW
+10.0%
-90.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +0.8% |
| 7D | -4.8% | +8.3% | -13.1% | -8.5% |
| 30D | +2.7% | +13.9% | -11.3% | -3.7% |
| 3M | -4.2% | +10.9% | -15.1% | -9.1% |
| 6M | +24.7% | +19.2% | +5.5% | +14.0% |
| YTD | -17.6% | +16.6% | -34.1% | -24.5% |
| 1Y | -5.3% | +18.1% | -23.4% | -13.8% |
| 3Y | -22.0% | +48.2% | -70.2% | -45.5% |
| 5Y | -76.5% | -15.3% | -61.2% | -76.4% |
| All | -80.4% | +10.0% | -90.5% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling