-79.7%
PATH vs NYT
+48.4%
-128.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.0% | -8.8% | -8.3% |
| 7D | -22.8% | +0.3% | -23.1% | -23.0% |
| 30D | -6.9% | +7.0% | -13.9% | -10.3% |
| 3M | +25.4% | -7.9% | +33.3% | +30.0% |
| 6M | +18.1% | -15.0% | +33.1% | +26.7% |
| YTD | -14.5% | -1.3% | -13.2% | -16.2% |
| 1Y | +18.7% | +16.9% | +1.8% | +5.0% |
| 3Y | -24.2% | +58.9% | -83.1% | -46.8% |
| 5Y | -75.2% | +40.9% | -116.1% | -82.8% |
| All | -79.7% | +48.4% | -128.1% | -85.6% |
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