-81.2%
PATH vs NTR
+62.2%
-143.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -2.7% | +3.0% | -5.7% | -3.4% |
| 30D | -3.7% | +7.1% | -10.8% | -5.4% |
| 3M | -13.8% | +13.1% | -26.8% | -16.6% |
| 6M | +20.3% | +7.6% | +12.7% | +17.4% |
| YTD | -20.8% | +20.0% | -40.8% | -26.4% |
| 1Y | -9.2% | +30.2% | -39.4% | -17.9% |
| 3Y | -21.8% | +46.8% | -68.6% | -32.7% |
| 5Y | -77.4% | +22.7% | -100.2% | -80.7% |
| All | -81.2% | +62.2% | -143.4% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling