-21.8%
PATH vs NI
+89.1%
-110.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -0.7% | +10.0% | -10.7% | -1.2% |
| 3M | -5.9% | +4.3% | -10.1% | -6.1% |
| 6M | +21.6% | -6.5% | +28.1% | +23.1% |
| YTD | -20.6% | +9.3% | -29.9% | -24.5% |
| 1Y | -10.6% | +6.4% | -17.0% | -14.1% |
| All | -21.8% | +89.1% | -110.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling