-21.8%
PATH vs EXEL
+227.0%
-248.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.9% |
| 7D | -5.6% | +3.8% | -9.4% | -6.1% |
| 30D | -0.7% | +17.8% | -18.5% | -2.9% |
| 3M | -5.9% | +21.2% | -27.0% | -8.4% |
| 6M | +21.6% | +54.7% | -33.1% | +13.7% |
| YTD | -20.6% | +56.8% | -77.4% | -26.1% |
| 1Y | -10.6% | +70.2% | -80.8% | -17.8% |
| All | -21.8% | +227.0% | -248.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling