-78.0%
PATH vs IR
+53.2%
-131.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -17.4% |
| 7D | -16.3% | -2.8% | -13.5% | -15.0% |
| 30D | +9.9% | -15.1% | +25.0% | +21.2% |
| 3M | +30.2% | +6.1% | +24.1% | +22.5% |
| 6M | +37.2% | -16.8% | +54.0% | +49.3% |
| YTD | -7.3% | -3.5% | -3.8% | -11.3% |
| 1Y | +40.0% | -3.5% | +43.5% | +32.4% |
| 3Y | -4.4% | +9.5% | -13.9% | -24.1% |
| 5Y | -76.0% | +45.1% | -121.1% | -85.6% |
| All | -78.0% | +53.2% | -131.2% | -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 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