-81.0%
PATH vs OMC
+38.1%
-119.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | +1.6% | -4.3% | -3.7% |
| 30D | -1.4% | +15.3% | -16.7% | -9.9% |
| 3M | -16.4% | +4.5% | -20.9% | -18.6% |
| 6M | +23.3% | +20.8% | +2.5% | +9.7% |
| YTD | -19.8% | +13.5% | -33.3% | -26.9% |
| 1Y | -8.6% | +25.2% | -33.8% | -22.3% |
| 3Y | -24.0% | +30.5% | -54.5% | -40.8% |
| 5Y | -77.1% | +52.7% | -129.8% | -82.7% |
| All | -81.0% | +38.1% | -119.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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