-81.1%
PATH vs EW
+11.6%
-92.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.4% |
| 7D | -5.6% | +6.8% | -12.3% | -8.6% |
| 30D | -0.7% | +16.6% | -17.3% | -7.9% |
| 3M | -5.9% | +13.3% | -19.2% | -11.6% |
| 6M | +21.6% | +21.6% | 0.0% | +10.0% |
| YTD | -20.6% | +18.3% | -38.9% | -27.8% |
| 1Y | -10.6% | +21.7% | -32.3% | -19.8% |
| 3Y | -24.9% | +50.3% | -75.2% | -47.9% |
| 5Y | -76.8% | -15.0% | -61.8% | -76.8% |
| All | -81.1% | +11.6% | -92.8% | -83.7% |
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