-80.4%
PATH vs EXR
+36.6%
-117.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.4% |
| 7D | -4.8% | +11.3% | -16.0% | -9.7% |
| 30D | +2.7% | +21.2% | -18.5% | -6.7% |
| 3M | -4.2% | +8.7% | -12.9% | -8.1% |
| 6M | +24.7% | +18.2% | +6.5% | +14.3% |
| YTD | -17.6% | +27.9% | -45.5% | -28.7% |
| 1Y | -5.3% | +28.3% | -33.7% | -18.5% |
| 3Y | -22.0% | +71.7% | -93.7% | -47.2% |
| 5Y | -76.5% | -0.6% | -75.9% | -78.0% |
| All | -80.4% | +36.6% | -117.0% | -78.0% |
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