-77.0%
PATH vs NTR
+23.5%
-100.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.3% | +3.0% | -8.3% | -5.9% |
| 30D | -0.5% | +2.2% | -2.7% | -1.2% |
| 3M | -7.1% | +7.9% | -15.0% | -9.2% |
| 6M | +23.8% | -1.5% | +25.3% | +23.3% |
| YTD | -20.7% | +18.6% | -39.3% | -26.1% |
| 1Y | -8.1% | +31.7% | -39.8% | -17.2% |
| 3Y | -21.8% | +46.4% | -68.3% | -32.8% |
| All | -77.0% | +23.5% | -100.5% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling