-80.4%
PATH vs M
+97.0%
-177.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +0.3% |
| 7D | -4.8% | +8.3% | -13.0% | -7.5% |
| 30D | +2.7% | +14.2% | -11.5% | -2.1% |
| 3M | -4.2% | -1.1% | -3.1% | -4.5% |
| 6M | +24.7% | +36.6% | -11.9% | +9.9% |
| YTD | -17.6% | +19.8% | -37.4% | -25.1% |
| 1Y | -5.3% | +37.2% | -42.5% | -18.8% |
| 3Y | -22.0% | +124.5% | -146.5% | -49.1% |
| 5Y | -76.5% | +1.5% | -78.0% | -81.0% |
| All | -80.4% | +97.0% | -177.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling