-81.2%
PATH vs EXE
+137.7%
-218.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.3% | -6.6% | +1.3% | -3.7% |
| 30D | -0.5% | -4.0% | +3.5% | +0.3% |
| 3M | -7.1% | -7.5% | +0.3% | -5.4% |
| 6M | +23.8% | -11.7% | +35.5% | +27.1% |
| YTD | -20.7% | -22.0% | +1.3% | -16.3% |
| 1Y | -8.1% | -21.8% | +13.7% | -3.3% |
| 3Y | -21.8% | +8.0% | -29.8% | -26.1% |
| 5Y | -76.8% | +62.3% | -139.1% | -79.9% |
| All | -81.2% | +137.7% | -218.9% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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