-76.8%
PATH vs IR
+42.7%
-119.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.0% |
| 7D | -5.6% | +2.3% | -7.9% | -7.0% |
| 30D | -0.7% | +3.3% | -4.0% | -3.3% |
| 3M | -5.9% | -9.0% | +3.2% | -1.2% |
| 6M | +21.6% | +8.0% | +13.6% | +11.9% |
| YTD | -20.6% | +3.4% | -24.0% | -28.1% |
| 1Y | -10.6% | +4.5% | -15.1% | -20.1% |
| 3Y | -24.9% | +25.6% | -50.5% | -48.6% |
| 5Y | -76.8% | +43.8% | -120.6% | -87.1% |
| All | -76.8% | +42.7% | -119.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling