-6.1%
PATH vs NSC
+70.9%
-77.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.8% |
| 7D | -16.3% | -5.5% | -10.8% | -14.5% |
| 30D | +9.9% | -3.2% | +13.1% | +11.1% |
| 3M | +30.2% | +7.7% | +22.5% | +25.3% |
| 6M | +37.2% | +4.5% | +32.7% | +32.9% |
| YTD | -7.3% | +15.6% | -22.9% | -15.4% |
| 1Y | +40.0% | +19.8% | +20.2% | +24.9% |
| All | -6.1% | +70.9% | -77.0% | -38.8% |
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 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