-8.1%
PATH vs NOC
-1.3%
-6.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | +0.7% | +4.5% | -3.9% | +1.3% |
| 30D | -1.1% | +14.1% | -15.2% | +0.9% |
| 3M | -14.2% | -4.5% | -9.7% | -14.8% |
| 6M | +30.9% | -0.8% | +31.6% | +30.3% |
| YTD | -20.1% | -2.5% | -17.6% | -16.3% |
| 1Y | -8.1% | -0.1% | -8.0% | -2.0% |
| All | -8.1% | -1.3% | -6.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling