-21.8%
PATH vs NSC
+79.1%
-100.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.1% |
| 7D | -5.6% | -3.8% | -1.8% | -4.2% |
| 30D | -0.7% | +4.1% | -4.8% | -2.2% |
| 3M | -5.9% | -3.3% | -2.6% | -4.9% |
| 6M | +21.6% | +5.9% | +15.7% | +17.5% |
| YTD | -20.6% | +15.5% | -36.1% | -27.5% |
| 1Y | -10.6% | +19.3% | -29.9% | -19.9% |
| All | -21.8% | +79.1% | -100.9% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling