-75.7%
PATH vs P
+276.6%
-352.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.0% | -17.1% |
| 7D | -16.3% | +6.5% | -22.9% | -18.4% |
| 30D | +9.9% | +18.8% | -8.9% | +1.3% |
| 3M | +30.2% | +26.7% | +3.4% | +15.1% |
| 6M | +37.2% | +62.2% | -25.0% | +7.0% |
| YTD | -7.3% | +48.5% | -55.8% | -26.6% |
| 1Y | +40.0% | +26.4% | +13.6% | +14.3% |
| 3Y | -4.4% | +159.4% | -163.8% | -55.9% |
| All | -75.7% | +276.6% | -352.3% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling