-76.8%
PATH vs EXC
+43.9%
-120.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.7% |
| 7D | -5.6% | +1.4% | -6.9% | -5.6% |
| 30D | -0.7% | +11.6% | -12.3% | -1.1% |
| 3M | -5.9% | +2.7% | -8.5% | -5.9% |
| 6M | +21.6% | +2.7% | +18.9% | +21.5% |
| YTD | -20.6% | +9.7% | -30.3% | -21.4% |
| 1Y | -10.6% | +4.5% | -15.1% | -10.9% |
| 3Y | -24.9% | +28.5% | -53.4% | -29.3% |
| 5Y | -76.8% | +43.9% | -120.8% | -77.3% |
| All | -76.8% | +43.9% | -120.7% | -77.3% |
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