-76.8%
PATH vs EXE
+62.9%
-139.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.1% |
| 7D | -5.6% | -5.6% | +0.1% | -4.2% |
| 30D | -0.7% | -3.3% | +2.6% | 0.0% |
| 3M | -5.9% | -5.5% | -0.4% | -4.6% |
| 6M | +21.6% | -13.4% | +35.0% | +25.6% |
| YTD | -20.6% | -21.3% | +0.7% | -16.4% |
| 1Y | -10.6% | -20.7% | +10.1% | -6.2% |
| 3Y | -24.9% | +3.9% | -28.8% | -28.4% |
| 5Y | -76.8% | +63.7% | -140.5% | -79.9% |
| All | -76.8% | +62.9% | -139.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling