-8.1%
PATH vs EXPE
+21.4%
-29.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.5% |
| 7D | -5.3% | -9.3% | +4.0% | -2.8% |
| 30D | -0.5% | +0.1% | -0.7% | -1.6% |
| 3M | -7.1% | -15.3% | +8.2% | -3.3% |
| 6M | +23.8% | +5.5% | +18.3% | +19.9% |
| YTD | -20.7% | -8.0% | -12.7% | -23.4% |
| 1Y | -8.1% | +18.9% | -26.9% | -11.4% |
| All | -8.1% | +21.4% | -29.4% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling