-81.0%
PATH vs NSC
+36.2%
-117.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.7% | -3.5% | +0.8% | -1.2% |
| 30D | -1.4% | +3.9% | -5.3% | -3.1% |
| 3M | -16.4% | -0.8% | -15.6% | -16.3% |
| 6M | +23.3% | +7.1% | +16.1% | +18.1% |
| YTD | -19.8% | +16.4% | -36.3% | -27.4% |
| 1Y | -8.6% | +16.9% | -25.5% | -17.4% |
| 3Y | -24.0% | +78.4% | -102.4% | -46.5% |
| 5Y | -77.1% | +33.1% | -110.2% | -82.6% |
| All | -81.0% | +36.2% | -117.1% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling