-81.2%
PATH vs M
+76.9%
-158.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.5% |
| 7D | -5.3% | -4.3% | -1.0% | -4.0% |
| 30D | -0.5% | +1.3% | -1.8% | -1.2% |
| 3M | -7.1% | -7.4% | +0.2% | -5.4% |
| 6M | +23.8% | +18.3% | +5.5% | +14.6% |
| YTD | -20.7% | +7.6% | -28.3% | -25.2% |
| 1Y | -8.1% | +17.4% | -25.5% | -16.6% |
| 3Y | -21.8% | +108.4% | -130.2% | -47.8% |
| 5Y | -76.8% | -10.6% | -66.2% | -80.6% |
| All | -81.2% | +76.9% | -158.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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