-76.8%
PATH vs NOC
+57.8%
-134.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.6% | -6.6% | +1.0% | -5.5% |
| 30D | -0.7% | +8.7% | -9.4% | -0.8% |
| 3M | -5.9% | -5.4% | -0.5% | -5.8% |
| 6M | +21.6% | -5.1% | +26.7% | +21.6% |
| YTD | -20.6% | -6.8% | -13.9% | -20.7% |
| 1Y | -10.6% | -6.4% | -4.2% | -10.7% |
| 3Y | -24.9% | +17.3% | -42.2% | -26.2% |
| 5Y | -76.8% | +56.3% | -133.2% | -76.7% |
| All | -76.8% | +57.8% | -134.6% | -76.7% |
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