-10.6%
PATH vs P
-1.7%
-8.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.4% | +12.7% | -2.4% |
| 7D | -5.6% | -31.9% | +26.3% | -2.9% |
| 30D | -0.7% | -36.5% | +35.8% | +2.5% |
| 3M | -5.9% | +11.6% | -17.4% | -8.1% |
| 6M | +21.6% | +25.2% | -3.6% | +16.2% |
| YTD | -20.6% | +39.4% | -60.1% | -26.0% |
| 1Y | -10.6% | -3.7% | -6.9% | -13.7% |
| All | -10.6% | -1.7% | -8.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling