-81.4%
PATH vs NTR
+62.0%
-143.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.3% | +4.1% | -6.4% | -3.2% |
| 30D | -4.8% | +7.0% | -11.8% | -6.4% |
| 3M | -17.7% | +9.7% | -27.4% | -19.8% |
| 6M | +18.9% | +7.4% | +11.5% | +16.1% |
| YTD | -21.7% | +19.8% | -41.5% | -27.2% |
| 1Y | -9.6% | +25.4% | -35.1% | -17.3% |
| 3Y | -25.8% | +48.6% | -74.4% | -36.4% |
| 5Y | -77.1% | +24.0% | -101.1% | -80.5% |
| All | -81.4% | +62.0% | -143.4% | -86.0% |
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