-21.8%
PATH vs NTRS
+164.1%
-186.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -5.3% | +2.1% | -7.4% | -6.4% |
| 30D | -0.5% | +2.7% | -3.3% | -2.1% |
| 3M | -7.1% | -5.7% | -1.4% | -4.5% |
| 6M | +23.8% | +6.8% | +17.0% | +17.9% |
| YTD | -20.7% | +28.4% | -49.1% | -33.4% |
| 1Y | -8.1% | +37.5% | -45.6% | -26.3% |
| 3Y | -21.8% | +167.5% | -189.3% | -69.3% |
| All | -21.8% | +164.1% | -186.0% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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