-81.2%
PATH vs NEM
+113.7%
-194.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -5.3% | +13.4% | -18.7% | -7.0% |
| 30D | -0.5% | +6.5% | -7.0% | -1.5% |
| 3M | -7.1% | +14.9% | -22.1% | -9.1% |
| 6M | +23.8% | +5.5% | +18.3% | +22.2% |
| YTD | -20.7% | +21.9% | -42.6% | -24.3% |
| 1Y | -8.1% | +47.9% | -55.9% | -15.3% |
| 3Y | -21.8% | +238.2% | -260.0% | -42.4% |
| 5Y | -76.8% | +146.2% | -223.0% | -82.7% |
| All | -81.2% | +113.7% | -194.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling