-6.7%
PATH vs IRE
-84.4%
+77.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +14.0% | -30.6% | -16.9% |
| 7D | -16.3% | +54.8% | -71.1% | -17.1% |
| 30D | +9.9% | +18.4% | -8.5% | +9.2% |
| 3M | +30.2% | -66.7% | +96.9% | +33.7% |
| 6M | +37.2% | -52.3% | +89.5% | +34.6% |
| YTD | -7.3% | -52.3% | +45.0% | -15.4% |
| All | -6.7% | -84.4% | +77.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling