-81.2%
PATH vs O
+18.8%
-100.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | -2.7% | +3.3% | -6.0% | -4.5% |
| 30D | -3.7% | +10.3% | -14.1% | -9.1% |
| 3M | -13.8% | -3.5% | -10.3% | -12.0% |
| 6M | +20.3% | -1.3% | +21.6% | +20.5% |
| YTD | -20.8% | +10.3% | -31.1% | -28.2% |
| 1Y | -9.2% | +10.4% | -19.6% | -17.8% |
| 3Y | -21.8% | +40.0% | -61.8% | -44.3% |
| 5Y | -77.4% | +12.4% | -89.8% | -80.3% |
| All | -81.2% | +18.8% | -100.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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