-80.4%
PATH vs NOC
+66.5%
-146.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.9% |
| 7D | -4.8% | -5.0% | +0.2% | -4.8% |
| 30D | +2.7% | +10.3% | -7.7% | +2.7% |
| 3M | -4.2% | -4.3% | +0.1% | -4.2% |
| 6M | +24.7% | -6.5% | +31.3% | +24.7% |
| YTD | -17.6% | -6.7% | -10.8% | -17.7% |
| 1Y | -5.3% | -7.5% | +2.2% | -5.4% |
| 3Y | -22.0% | +17.4% | -39.4% | -22.7% |
| 5Y | -76.5% | +59.7% | -136.3% | -75.5% |
| All | -80.4% | +66.5% | -146.9% | -76.4% |
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