-25.8%
PATH vs NSC
+79.0%
-104.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.3% | -3.4% | +1.1% | -1.0% |
| 30D | -4.8% | +3.6% | -8.4% | -6.2% |
| 3M | -17.7% | -1.4% | -16.3% | -17.4% |
| 6M | +18.9% | +6.0% | +13.0% | +14.9% |
| YTD | -21.7% | +15.5% | -37.2% | -28.5% |
| 1Y | -9.6% | +16.2% | -25.9% | -17.8% |
| 3Y | -25.8% | +76.9% | -102.8% | -58.4% |
| All | -25.8% | +79.0% | -104.9% | -58.4% |
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