-76.8%
PATH vs M
-6.1%
-70.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.4% |
| 7D | -5.6% | -2.1% | -3.4% | -4.9% |
| 30D | -0.7% | +7.7% | -8.4% | -3.8% |
| 3M | -5.9% | -4.4% | -1.5% | -5.0% |
| 6M | +21.6% | +27.5% | -5.9% | +7.9% |
| YTD | -20.6% | +12.8% | -33.4% | -27.2% |
| 1Y | -10.6% | +20.7% | -31.3% | -21.0% |
| 3Y | -24.9% | +111.3% | -136.2% | -54.4% |
| 5Y | -76.8% | -6.3% | -70.5% | -81.1% |
| All | -76.8% | -6.1% | -70.7% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling