-6.1%
PATH vs EXR
+22.7%
-28.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.2% |
| 7D | -16.3% | -2.6% | -13.7% | -15.5% |
| 30D | +9.9% | -7.2% | +17.1% | +12.7% |
| 3M | +30.2% | -3.5% | +33.7% | +31.7% |
| 6M | +37.2% | -5.3% | +42.5% | +39.1% |
| YTD | -7.3% | +9.4% | -16.7% | -12.1% |
| 1Y | +40.0% | +1.3% | +38.7% | +36.8% |
| All | -6.1% | +22.7% | -28.9% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling