-81.2%
PATH vs NVS
+123.5%
-204.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | -3.7% | +13.9% | -17.6% | -6.0% |
| 3M | -13.8% | +4.7% | -18.5% | -14.4% |
| 6M | +20.3% | +12.1% | +8.2% | +17.6% |
| YTD | -20.8% | +22.3% | -43.1% | -25.0% |
| 1Y | -9.2% | +33.5% | -42.7% | -16.4% |
| 3Y | -21.8% | +94.7% | -116.5% | -37.7% |
| 5Y | -77.4% | +137.6% | -215.0% | -83.5% |
| All | -81.2% | +123.5% | -204.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling