-80.4%
PATH vs EXPE
+87.8%
-168.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.6% | -1.9% |
| 7D | -4.8% | +14.6% | -19.4% | -11.0% |
| 30D | +2.7% | +21.4% | -18.8% | -6.8% |
| 3M | -4.2% | +1.4% | -5.6% | -6.1% |
| 6M | +24.7% | +28.6% | -3.9% | +9.2% |
| YTD | -17.6% | +12.1% | -29.7% | -24.5% |
| 1Y | -5.3% | +50.0% | -55.3% | -25.9% |
| 3Y | -22.0% | +184.1% | -206.1% | -59.6% |
| 5Y | -76.5% | +103.3% | -179.8% | -86.2% |
| All | -80.4% | +87.8% | -168.3% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling