-18.8%
PATH vs M
+123.6%
-142.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +0.9% |
| 7D | -4.8% | +8.3% | -13.0% | -6.8% |
| 30D | +2.7% | +14.2% | -11.5% | -0.9% |
| 3M | -4.2% | -1.1% | -3.1% | -4.2% |
| 6M | +24.7% | +36.6% | -11.9% | +13.4% |
| YTD | -17.6% | +19.8% | -37.4% | -23.1% |
| 1Y | -5.3% | +37.2% | -42.5% | -16.0% |
| All | -18.8% | +123.6% | -142.4% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling