-81.2%
PATH vs EXR
+35.0%
-116.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -5.3% | +5.2% | -10.5% | -7.7% |
| 30D | -0.5% | +20.9% | -21.4% | -9.5% |
| 3M | -7.1% | +7.7% | -14.8% | -10.5% |
| 6M | +23.8% | +13.2% | +10.6% | +15.9% |
| YTD | -20.7% | +26.5% | -47.2% | -31.0% |
| 1Y | -8.1% | +27.2% | -35.3% | -20.5% |
| 3Y | -21.8% | +71.5% | -93.4% | -47.2% |
| 5Y | -76.8% | +0.4% | -77.2% | -78.1% |
| All | -81.2% | +35.0% | -116.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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