-77.0%
PATH vs NOC
+56.0%
-133.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -5.3% | -5.8% | +0.5% | -5.2% |
| 30D | -0.5% | +10.9% | -11.4% | -0.7% |
| 3M | -7.1% | -7.1% | 0.0% | -7.1% |
| 6M | +23.8% | -5.3% | +29.1% | +23.8% |
| YTD | -20.7% | -6.8% | -13.9% | -20.8% |
| 1Y | -8.1% | -6.7% | -1.4% | -8.2% |
| 3Y | -21.8% | +17.2% | -39.0% | -23.2% |
| All | -77.0% | +56.0% | -133.0% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling