-81.2%
PATH vs EXPE
+54.2%
-135.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +2.1% |
| 7D | -5.3% | -9.3% | +4.0% | -1.9% |
| 30D | -0.5% | +0.1% | -0.7% | -1.9% |
| 3M | -7.1% | -15.3% | +8.2% | -1.6% |
| 6M | +23.8% | +5.5% | +18.3% | +17.9% |
| YTD | -20.7% | -8.0% | -12.7% | -20.9% |
| 1Y | -8.1% | +18.9% | -26.9% | -20.3% |
| 3Y | -21.8% | +135.5% | -157.4% | -56.2% |
| 5Y | -76.8% | +44.3% | -121.1% | -85.0% |
| All | -81.2% | +54.2% | -135.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling