-78.0%
PATH vs EXEL
+140.8%
-218.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -16.3% | +8.4% | -24.7% | -17.9% |
| 30D | +9.9% | +4.1% | +5.8% | +8.6% |
| 3M | +30.2% | +12.4% | +17.7% | +26.2% |
| 6M | +37.2% | +41.5% | -4.3% | +24.7% |
| YTD | -7.3% | +34.6% | -42.0% | -14.7% |
| 1Y | +40.0% | +57.9% | -17.9% | +23.0% |
| 3Y | -4.4% | +159.5% | -163.9% | -30.9% |
| 5Y | -76.0% | +198.5% | -274.5% | -83.9% |
| All | -78.0% | +140.8% | -218.7% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling