-77.0%
PATH vs NYT
+43.1%
-120.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -2.4% |
| 7D | -5.3% | -2.6% | -2.7% | -4.1% |
| 30D | -0.5% | +5.3% | -5.9% | -3.3% |
| 3M | -7.1% | +5.9% | -13.1% | -10.7% |
| 6M | +23.8% | -17.8% | +41.6% | +35.9% |
| YTD | -20.7% | -0.3% | -20.3% | -23.2% |
| 1Y | -8.1% | +15.4% | -23.4% | -18.8% |
| 3Y | -21.8% | +70.8% | -92.7% | -50.0% |
| All | -77.0% | +43.1% | -120.1% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling