-81.2%
PATH vs NSC
+31.3%
-112.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +1.2% |
| 7D | -5.3% | -6.6% | +1.3% | -2.4% |
| 30D | -0.5% | +2.2% | -2.7% | -1.6% |
| 3M | -7.1% | -6.2% | -0.9% | -4.8% |
| 6M | +23.8% | +1.7% | +22.1% | +21.4% |
| YTD | -20.7% | +12.2% | -32.9% | -27.0% |
| 1Y | -8.1% | +15.4% | -23.5% | -16.7% |
| 3Y | -21.8% | +73.3% | -95.2% | -44.3% |
| 5Y | -76.8% | +24.7% | -101.5% | -82.3% |
| All | -81.2% | +31.3% | -112.4% | -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