-21.8%
PATH vs EXPE
+142.8%
-164.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.7% | +10.0% | +1.0% |
| 7D | -5.6% | -3.6% | -2.0% | -4.9% |
| 30D | -0.7% | +4.8% | -5.5% | -3.1% |
| 3M | -5.9% | -14.6% | +8.8% | -1.8% |
| 6M | +21.6% | +10.0% | +11.6% | +16.0% |
| YTD | -20.6% | -3.3% | -17.4% | -22.1% |
| 1Y | -10.6% | +28.4% | -39.0% | -21.0% |
| All | -21.8% | +142.8% | -164.5% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling