-78.0%
PATH vs EXE
+175.1%
-253.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -16.3% |
| 7D | -16.3% | -0.3% | -16.1% | -16.2% |
| 30D | +9.9% | +8.5% | +1.5% | +7.8% |
| 3M | +30.2% | +5.5% | +24.7% | +28.1% |
| 6M | +37.2% | -5.9% | +43.1% | +38.7% |
| YTD | -7.3% | -9.7% | +2.4% | -5.6% |
| 1Y | +40.0% | +3.6% | +36.4% | +36.6% |
| 3Y | -4.4% | +18.0% | -22.4% | -11.3% |
| 5Y | -76.0% | +109.4% | -185.5% | -80.2% |
| All | -78.0% | +175.1% | -253.1% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling