-81.2%
PATH vs EXC
+69.7%
-150.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -5.3% | -1.2% | -4.1% | -5.3% |
| 30D | -0.5% | +10.0% | -10.5% | -0.8% |
| 3M | -7.1% | +1.6% | -8.8% | -7.2% |
| 6M | +23.8% | +3.3% | +20.5% | +23.6% |
| YTD | -20.7% | +7.6% | -28.2% | -21.3% |
| 1Y | -8.1% | +3.5% | -11.5% | -8.4% |
| 3Y | -21.8% | +27.7% | -49.5% | -26.1% |
| 5Y | -76.8% | +41.1% | -118.0% | -77.8% |
| All | -81.2% | +69.7% | -150.9% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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