-75.1%
PATH vs NTRS
+88.7%
-163.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -24.6% | +0.9% | -25.4% | -25.0% |
| 30D | -13.0% | -1.2% | -11.7% | -12.4% |
| 3M | +26.2% | +8.8% | +17.5% | +18.8% |
| 6M | +13.4% | +34.7% | -21.3% | -8.7% |
| YTD | -17.2% | +37.2% | -54.5% | -34.4% |
| 1Y | +14.0% | +46.3% | -32.3% | -13.6% |
| 3Y | -26.6% | +163.2% | -189.8% | -64.7% |
| 5Y | -75.1% | +86.9% | -162.0% | -84.7% |
| All | -75.1% | +88.7% | -163.7% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling