-8.1%
PATH vs NSC
+16.2%
-24.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | -0.8% |
| 7D | -5.3% | -6.6% | +1.3% | -6.9% |
| 30D | -0.5% | +2.2% | -2.7% | +0.5% |
| 3M | -7.1% | -6.2% | -0.9% | -8.7% |
| 6M | +23.8% | +1.7% | +22.1% | +24.9% |
| YTD | -20.7% | +12.2% | -32.9% | -18.0% |
| 1Y | -8.1% | +15.4% | -23.5% | -8.8% |
| All | -8.1% | +16.2% | -24.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling