-76.8%
PATH vs NSC
+26.9%
-103.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -1.5% |
| 7D | -5.6% | -3.8% | -1.8% | -3.7% |
| 30D | -0.7% | +4.1% | -4.8% | -2.8% |
| 3M | -5.9% | -3.3% | -2.6% | -4.6% |
| 6M | +21.6% | +5.9% | +15.7% | +16.4% |
| YTD | -20.6% | +15.5% | -36.1% | -28.8% |
| 1Y | -10.6% | +19.3% | -29.9% | -21.5% |
| 3Y | -24.9% | +79.0% | -103.9% | -51.1% |
| 5Y | -76.8% | +28.3% | -105.1% | -83.0% |
| All | -76.8% | +26.9% | -103.8% | -83.0% |
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