-81.1%
PATH vs NTR
+62.1%
-143.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +5.4% | -11.0% | -6.7% |
| 30D | -0.7% | +1.4% | -2.1% | -1.2% |
| 3M | -5.9% | +8.7% | -14.6% | -8.1% |
| 6M | +21.6% | -4.9% | +26.5% | +22.3% |
| YTD | -20.6% | +19.8% | -40.4% | -26.2% |
| 1Y | -10.6% | +37.0% | -47.5% | -20.4% |
| 3Y | -24.9% | +41.6% | -66.5% | -34.8% |
| 5Y | -76.8% | +25.4% | -102.3% | -80.4% |
| All | -81.1% | +62.1% | -143.2% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling