-80.4%
PATH vs P
+453.6%
-534.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +4.6% |
| 7D | -4.8% | -19.4% | +14.6% | +2.2% |
| 30D | +2.7% | -22.3% | +25.0% | +10.8% |
| 3M | -4.2% | +33.2% | -37.4% | -17.4% |
| 6M | +24.7% | +53.6% | -28.9% | -1.9% |
| YTD | -17.6% | +66.8% | -84.4% | -38.9% |
| 1Y | -5.3% | +17.5% | -22.9% | -21.2% |
| 3Y | -22.0% | +219.7% | -241.7% | -67.6% |
| 5Y | -76.5% | +307.8% | -384.3% | -91.7% |
| All | -80.4% | +453.6% | -534.0% | -93.8% |
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