-78.0%
PATH vs EXC
+62.4%
-140.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.6% | -16.6% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | -3.7% | +13.6% | +10.0% |
| 3M | +30.2% | -1.3% | +31.5% | +30.1% |
| 6M | +37.2% | -9.7% | +46.9% | +37.9% |
| YTD | -7.3% | +2.9% | -10.2% | -8.0% |
| 1Y | +40.0% | +4.4% | +35.6% | +38.5% |
| 3Y | -4.4% | +22.2% | -26.6% | -9.5% |
| 5Y | -76.0% | +46.7% | -122.7% | -76.8% |
| All | -78.0% | +62.4% | -140.4% | -77.9% |
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