+18.7%
PATH vs NTR
+44.9%
-26.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.5% | -9.3% | -7.7% |
| 7D | -22.8% | +3.8% | -26.6% | -22.6% |
| 30D | -6.9% | +25.2% | -32.2% | -5.8% |
| 3M | +25.4% | +21.0% | +4.4% | +26.6% |
| 6M | +18.1% | +7.6% | +10.5% | +18.8% |
| YTD | -14.5% | +32.9% | -47.4% | -14.2% |
| 1Y | +18.7% | +43.1% | -24.3% | +18.1% |
| All | +18.7% | +44.9% | -26.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling