-79.7%
PATH vs NTRS
+103.8%
-183.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -6.8% | -7.2% |
| 7D | -22.8% | +1.7% | -24.4% | -23.5% |
| 30D | -6.9% | +0.1% | -7.0% | -7.1% |
| 3M | +25.4% | +9.8% | +15.6% | +17.7% |
| 6M | +18.1% | +34.7% | -16.5% | -3.5% |
| YTD | -14.5% | +37.4% | -51.9% | -31.3% |
| 1Y | +18.7% | +48.2% | -29.4% | -9.1% |
| 3Y | -24.2% | +163.5% | -187.7% | -61.5% |
| 5Y | -75.2% | +88.2% | -163.4% | -84.4% |
| All | -79.7% | +103.8% | -183.5% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling