-78.0%
PATH vs NYT
+46.9%
-124.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | -1.3% | -15.0% | -15.8% |
| 30D | +9.9% | +2.7% | +7.2% | +8.1% |
| 3M | +30.2% | -10.3% | +40.5% | +36.7% |
| 6M | +37.2% | -16.6% | +53.8% | +48.6% |
| YTD | -7.3% | -2.3% | -5.1% | -8.6% |
| 1Y | +40.0% | +15.0% | +25.0% | +24.9% |
| 3Y | -4.4% | +57.1% | -61.5% | -32.5% |
| 5Y | -76.0% | +37.2% | -113.2% | -83.2% |
| All | -78.0% | +46.9% | -124.9% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling