-80.8%
PATH vs EXEL
+181.5%
-262.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +1.6% | +13.1% | -11.5% | -1.3% |
| 3M | -20.4% | +36.3% | -56.8% | -26.2% |
| 6M | +40.1% | +34.5% | +5.6% | +30.0% |
| YTD | -19.0% | +57.4% | -76.5% | -28.3% |
| 1Y | -5.8% | +62.9% | -68.7% | -17.3% |
| 3Y | -22.9% | +229.5% | -252.5% | -47.6% |
| 5Y | -75.3% | +281.2% | -356.5% | -84.0% |
| All | -80.8% | +181.5% | -262.3% | -88.0% |
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