-81.1%
PATH vs EXPE
+62.0%
-143.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.7% | +10.0% | +2.5% |
| 7D | -5.6% | -3.6% | -2.0% | -4.8% |
| 30D | -0.7% | +4.8% | -5.5% | -4.0% |
| 3M | -5.9% | -14.6% | +8.8% | -0.6% |
| 6M | +21.6% | +10.0% | +11.6% | +13.8% |
| YTD | -20.6% | -3.3% | -17.4% | -22.5% |
| 1Y | -10.6% | +28.4% | -39.0% | -25.2% |
| 3Y | -24.9% | +145.1% | -170.0% | -58.6% |
| 5Y | -76.8% | +51.6% | -128.5% | -85.3% |
| All | -81.1% | +62.0% | -143.2% | -88.0% |
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