-81.1%
PATH vs IP
-18.2%
-62.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.5% |
| 7D | -5.6% | -5.0% | -0.6% | -4.1% |
| 30D | -0.7% | +6.5% | -7.2% | -2.7% |
| 3M | -5.9% | -18.0% | +12.2% | -0.3% |
| 6M | +21.6% | +10.3% | +11.3% | +15.4% |
| YTD | -20.6% | -9.9% | -10.7% | -20.9% |
| 1Y | -10.6% | -1.1% | -9.5% | -14.6% |
| 3Y | -24.9% | +13.0% | -37.9% | -39.9% |
| 5Y | -76.8% | -12.3% | -64.6% | -78.7% |
| All | -81.1% | -18.2% | -62.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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