-81.1%
PATH vs P
+362.8%
-443.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.4% | +12.7% | +1.9% |
| 7D | -5.6% | -31.9% | +26.3% | +6.9% |
| 30D | -0.7% | -36.5% | +35.8% | +14.4% |
| 3M | -5.9% | +11.6% | -17.4% | -14.1% |
| 6M | +21.6% | +25.2% | -3.6% | +2.3% |
| YTD | -20.6% | +39.4% | -60.1% | -37.7% |
| 1Y | -10.6% | -3.7% | -6.9% | -20.4% |
| 3Y | -24.9% | +167.3% | -192.2% | -67.0% |
| 5Y | -76.8% | +237.3% | -314.2% | -91.3% |
| All | -81.1% | +362.8% | -443.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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