-81.2%
PATH vs NTRS
+90.4%
-171.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -5.3% | +2.1% | -7.4% | -6.5% |
| 30D | -0.5% | +2.7% | -3.3% | -2.2% |
| 3M | -7.1% | -5.7% | -1.4% | -4.2% |
| 6M | +23.8% | +6.8% | +17.0% | +17.6% |
| YTD | -20.7% | +28.4% | -49.1% | -33.8% |
| 1Y | -8.1% | +37.5% | -45.6% | -26.7% |
| 3Y | -21.8% | +167.5% | -189.3% | -60.8% |
| 5Y | -76.8% | +62.1% | -139.0% | -84.9% |
| All | -81.2% | +90.4% | -171.6% | -84.5% |
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