-78.0%
PATH vs NOC
+63.2%
-141.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -16.6% |
| 7D | -16.3% | -5.2% | -11.1% | -16.3% |
| 30D | +9.9% | -7.2% | +17.1% | +9.9% |
| 3M | +30.2% | -5.1% | +35.3% | +30.1% |
| 6M | +37.2% | -31.1% | +68.3% | +37.9% |
| YTD | -7.3% | -8.6% | +1.3% | -7.5% |
| 1Y | +40.0% | -9.7% | +49.7% | +40.0% |
| 3Y | -4.4% | +24.3% | -28.7% | -5.6% |
| 5Y | -76.0% | +52.6% | -128.7% | -74.6% |
| All | -78.0% | +63.2% | -141.2% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling