-77.0%
PATH vs NI
+104.4%
-181.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | -0.5% | +9.6% | -10.2% | -2.0% |
| 3M | -7.1% | +2.5% | -9.6% | -7.5% |
| 6M | +23.8% | -5.8% | +29.6% | +24.9% |
| YTD | -20.7% | +8.6% | -29.2% | -23.7% |
| 1Y | -8.1% | +6.0% | -14.0% | -10.9% |
| 3Y | -21.8% | +91.0% | -112.9% | -37.9% |
| All | -77.0% | +104.4% | -181.4% | -80.8% |
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