-81.1%
PATH vs NDAQ
+115.3%
-196.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -1.3% |
| 7D | -5.6% | +1.2% | -6.8% | -6.7% |
| 30D | -0.7% | +15.8% | -16.5% | -13.8% |
| 3M | -5.9% | +13.4% | -19.2% | -16.3% |
| 6M | +21.6% | +20.9% | +0.7% | +0.9% |
| YTD | -20.6% | +11.1% | -31.7% | -29.1% |
| 1Y | -10.6% | +26.5% | -37.1% | -29.7% |
| 3Y | -24.9% | +121.5% | -146.4% | -67.3% |
| 5Y | -76.8% | +61.3% | -138.1% | -88.8% |
| All | -81.1% | +115.3% | -196.4% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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