-10.6%
PATH vs M
+28.8%
-39.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -3.4% |
| 7D | -5.6% | -2.1% | -3.4% | -5.5% |
| 30D | -0.7% | +7.7% | -8.4% | -0.8% |
| 3M | -5.9% | -4.4% | -1.5% | -5.6% |
| 6M | +21.6% | +27.5% | -5.9% | +23.0% |
| YTD | -20.6% | +12.8% | -33.4% | -20.4% |
| 1Y | -10.6% | +20.7% | -31.3% | -12.3% |
| All | -10.6% | +28.8% | -39.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling