-6.1%
PATH vs EXEL
+160.6%
-166.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -16.3% | +8.4% | -24.7% | -17.2% |
| 30D | +9.9% | +4.1% | +5.8% | +9.2% |
| 3M | +30.2% | +12.4% | +17.7% | +27.9% |
| 6M | +37.2% | +41.5% | -4.3% | +29.6% |
| YTD | -7.3% | +34.6% | -42.0% | -11.8% |
| 1Y | +40.0% | +57.9% | -17.9% | +29.9% |
| All | -6.1% | +160.6% | -166.8% | -19.7% |
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