-78.0%
PATH vs EXPD
+81.0%
-158.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.1% |
| 7D | -16.3% | -1.1% | -15.2% | -15.8% |
| 30D | +9.9% | +4.1% | +5.8% | +7.3% |
| 3M | +30.2% | +17.9% | +12.3% | +18.2% |
| 6M | +37.2% | +29.2% | +8.0% | +17.4% |
| YTD | -7.3% | +27.4% | -34.7% | -21.0% |
| 1Y | +40.0% | +56.8% | -16.8% | +2.5% |
| 3Y | -4.4% | +68.0% | -72.4% | -36.0% |
| 5Y | -76.0% | +61.9% | -137.9% | -85.2% |
| All | -78.0% | +81.0% | -158.9% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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