-76.5%
PATH vs EXC
+43.4%
-119.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | -4.8% | +3.3% | -8.1% | -4.9% |
| 30D | +2.7% | +13.3% | -10.6% | +2.2% |
| 3M | -4.2% | +1.8% | -6.0% | -4.2% |
| 6M | +24.7% | +1.1% | +23.7% | +24.7% |
| YTD | -17.6% | +9.0% | -26.6% | -18.4% |
| 1Y | -5.3% | +3.4% | -8.7% | -5.6% |
| 3Y | -22.0% | +27.7% | -49.7% | -26.6% |
| 5Y | -76.5% | +43.1% | -119.6% | -77.1% |
| All | -76.5% | +43.4% | -119.9% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling