-81.0%
PATH vs NYT
+56.6%
-137.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +0.7% | +9.0% | -8.3% | -3.8% |
| 30D | -1.1% | +6.8% | -8.0% | -4.6% |
| 3M | -14.2% | +12.1% | -26.3% | -19.7% |
| 6M | +30.9% | -7.7% | +38.6% | +34.8% |
| YTD | -20.1% | +4.2% | -24.3% | -24.2% |
| 1Y | -8.1% | +14.3% | -22.4% | -17.5% |
| 3Y | -24.3% | +69.8% | -94.1% | -49.0% |
| 5Y | -75.6% | +57.7% | -133.3% | -83.7% |
| All | -81.0% | +56.6% | -137.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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