-78.0%
PATH vs NTR
+77.0%
-155.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -16.2% |
| 7D | -16.3% | +8.1% | -24.4% | -17.8% |
| 30D | +9.9% | +18.8% | -8.8% | +5.3% |
| 3M | +30.2% | +16.2% | +13.9% | +25.1% |
| 6M | +37.2% | +9.8% | +27.5% | +32.6% |
| YTD | -7.3% | +30.9% | -38.2% | -15.4% |
| 1Y | +40.0% | +41.8% | -1.8% | +24.5% |
| 3Y | -4.4% | +35.8% | -40.2% | -16.0% |
| 5Y | -76.0% | +51.0% | -127.1% | -80.6% |
| All | -78.0% | +77.0% | -155.0% | -83.7% |
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