-81.1%
PATH vs EXEL
+180.3%
-261.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.4% |
| 7D | -5.6% | +3.8% | -9.4% | -6.5% |
| 30D | -0.7% | +17.8% | -18.5% | -4.4% |
| 3M | -5.9% | +21.2% | -27.0% | -10.3% |
| 6M | +21.6% | +54.7% | -33.1% | +8.5% |
| YTD | -20.6% | +56.8% | -77.4% | -29.6% |
| 1Y | -10.6% | +70.2% | -80.8% | -22.4% |
| 3Y | -24.9% | +227.2% | -252.1% | -48.8% |
| 5Y | -76.8% | +254.9% | -331.7% | -85.0% |
| All | -81.1% | +180.3% | -261.5% | -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 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