-78.0%
PATH vs NI
+88.9%
-166.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.6% |
| 7D | -16.3% | +2.0% | -18.3% | -16.5% |
| 30D | +9.9% | -3.5% | +13.5% | +10.4% |
| 3M | +30.2% | -9.1% | +39.3% | +31.5% |
| 6M | +37.2% | -11.8% | +49.1% | +38.9% |
| YTD | -7.3% | +1.1% | -8.4% | -9.4% |
| 1Y | +40.0% | +6.7% | +33.3% | +34.5% |
| 3Y | -4.4% | +71.1% | -75.5% | -18.3% |
| 5Y | -76.0% | +94.3% | -170.3% | -77.9% |
| All | -78.0% | +88.9% | -166.9% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling