-80.4%
PATH vs IR
+68.9%
-149.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -4.8% | +11.6% | -16.4% | -11.2% |
| 30D | +2.7% | +7.2% | -4.5% | -2.2% |
| 3M | -4.2% | -5.9% | +1.7% | -1.6% |
| 6M | +24.7% | +11.5% | +13.3% | +13.0% |
| YTD | -17.6% | +6.3% | -23.9% | -26.3% |
| 1Y | -5.3% | +9.1% | -14.4% | -17.3% |
| 3Y | -22.0% | +29.2% | -51.2% | -45.4% |
| 5Y | -76.5% | +48.2% | -124.7% | -86.4% |
| All | -80.4% | +68.9% | -149.4% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling