-78.0%
PATH vs EXR
+16.7%
-94.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.0% |
| 7D | -16.3% | -2.6% | -13.7% | -15.2% |
| 30D | +9.9% | -7.2% | +17.1% | +14.0% |
| 3M | +30.2% | -3.5% | +33.7% | +32.4% |
| 6M | +37.2% | -5.3% | +42.5% | +39.6% |
| YTD | -7.3% | +9.4% | -16.7% | -13.4% |
| 1Y | +40.0% | +1.3% | +38.7% | +35.7% |
| 3Y | -4.4% | +22.4% | -26.8% | -21.2% |
| 5Y | -76.0% | -12.2% | -63.8% | -75.9% |
| All | -78.0% | +16.7% | -94.7% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling