-25.8%
PATH vs NTR
+46.8%
-72.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.3% | +4.1% | -6.4% | -3.1% |
| 30D | -4.8% | +7.0% | -11.8% | -6.3% |
| 3M | -17.7% | +9.7% | -27.4% | -19.7% |
| 6M | +18.9% | +7.4% | +11.5% | +16.2% |
| YTD | -21.7% | +19.8% | -41.5% | -28.3% |
| 1Y | -9.6% | +25.4% | -35.1% | -19.2% |
| 3Y | -25.8% | +48.6% | -74.4% | -41.3% |
| All | -25.8% | +46.8% | -72.7% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling