-78.0%
PATH vs M
+75.2%
-153.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -17.5% |
| 7D | -16.3% | +4.7% | -21.0% | -17.8% |
| 30D | +9.9% | -9.6% | +19.6% | +13.5% |
| 3M | +30.2% | +0.9% | +29.3% | +28.6% |
| 6M | +37.2% | +22.3% | +14.9% | +25.5% |
| YTD | -7.3% | +6.5% | -13.8% | -11.9% |
| 1Y | +40.0% | +38.8% | +1.2% | +18.9% |
| 3Y | -4.4% | +115.9% | -120.3% | -36.9% |
| 5Y | -76.0% | +28.6% | -104.7% | -79.9% |
| All | -78.0% | +75.2% | -153.2% | -81.7% |
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