+18.7%
PATH vs NYT
+16.9%
+1.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.0% | -8.8% | -7.9% |
| 7D | -22.8% | +0.3% | -23.1% | -22.8% |
| 30D | -6.9% | +7.0% | -13.9% | -8.0% |
| 3M | +25.4% | -7.9% | +33.3% | +26.3% |
| 6M | +18.1% | -15.0% | +33.1% | +18.8% |
| YTD | -14.5% | -1.3% | -13.2% | -8.2% |
| 1Y | +18.7% | +16.9% | +1.8% | +42.8% |
| All | +18.7% | +16.9% | +1.8% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling