-77.0%
PATH vs NSC
+23.9%
-100.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +1.3% |
| 7D | -5.3% | -6.6% | +1.3% | -2.0% |
| 30D | -0.5% | +2.2% | -2.7% | -1.8% |
| 3M | -7.1% | -6.2% | -0.9% | -4.4% |
| 6M | +23.8% | +1.7% | +22.1% | +21.0% |
| YTD | -20.7% | +12.2% | -32.9% | -27.9% |
| 1Y | -8.1% | +15.4% | -23.5% | -17.9% |
| 3Y | -21.8% | +73.3% | -95.2% | -48.2% |
| All | -77.0% | +23.9% | -100.9% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling