-75.7%
PATH vs NI
+95.1%
-170.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -16.3% | +2.0% | -18.3% | -16.5% |
| 30D | +9.9% | -3.5% | +13.5% | +10.5% |
| 3M | +30.2% | -9.1% | +39.3% | +31.9% |
| 6M | +37.2% | -11.8% | +49.1% | +39.5% |
| YTD | -7.3% | +1.1% | -8.4% | -9.7% |
| 1Y | +40.0% | +6.7% | +33.3% | +33.6% |
| 3Y | -4.4% | +71.1% | -75.5% | -21.7% |
| All | -75.7% | +95.1% | -170.8% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling