-81.1%
PATH vs ON
+59.2%
-140.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.6% | +7.9% | +0.6% |
| 7D | -5.6% | -16.3% | +10.7% | +0.5% |
| 30D | -0.7% | -27.0% | +26.3% | +10.9% |
| 3M | -5.9% | -18.1% | +12.2% | -0.4% |
| 6M | +21.6% | -38.6% | +60.2% | +33.3% |
| YTD | -20.6% | +16.4% | -37.0% | -38.6% |
| 1Y | -10.6% | +25.8% | -36.4% | -34.1% |
| 3Y | -24.9% | -7.7% | -17.2% | -42.1% |
| 5Y | -76.8% | +6.6% | -83.4% | -84.7% |
| All | -81.1% | +59.2% | -140.4% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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