-77.4%
PATH vs NSC
+25.0%
-102.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +1.1% |
| 7D | -5.3% | -6.2% | +0.9% | -2.2% |
| 30D | -0.5% | +2.6% | -3.1% | -2.0% |
| 3M | -7.1% | -5.8% | -1.3% | -4.6% |
| 6M | +23.8% | +2.1% | +21.7% | +20.8% |
| YTD | -20.7% | +12.7% | -33.4% | -28.0% |
| 1Y | -8.1% | +15.9% | -24.0% | -18.1% |
| 3Y | -21.8% | +74.0% | -95.9% | -48.3% |
| All | -77.4% | +25.0% | -102.4% | -83.3% |
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