-81.1%
PATH vs INDA
+37.1%
-118.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.6% | +5.5% | -11.1% | -11.1% |
| 30D | -0.7% | +7.0% | -7.7% | -8.2% |
| 3M | -5.9% | -0.6% | -5.3% | -5.3% |
| 6M | +21.6% | +1.7% | +19.8% | +19.1% |
| YTD | -20.6% | -7.5% | -13.2% | -13.6% |
| 1Y | -10.6% | -7.9% | -2.7% | -2.4% |
| 3Y | -24.9% | +14.1% | -39.0% | -41.5% |
| 5Y | -76.8% | +7.4% | -84.2% | -80.9% |
| All | -81.1% | +37.1% | -118.2% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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