-81.2%
PATH vs EXEL
+183.8%
-265.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -0.5% | +19.0% | -19.6% | -4.5% |
| 3M | -7.1% | +33.3% | -40.4% | -13.3% |
| 6M | +23.8% | +42.9% | -19.0% | +13.0% |
| YTD | -20.7% | +58.7% | -79.4% | -29.8% |
| 1Y | -8.1% | +70.5% | -78.6% | -20.2% |
| 3Y | -21.8% | +233.8% | -255.7% | -47.1% |
| 5Y | -76.8% | +259.3% | -336.2% | -85.1% |
| All | -81.2% | +183.8% | -265.0% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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