+24.7%
PATH vs P
+54.9%
-30.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +3.0% |
| 7D | -4.8% | -19.4% | +14.6% | -4.3% |
| 30D | +2.7% | -22.3% | +25.0% | +3.2% |
| 3M | -4.2% | +33.2% | -37.4% | -6.1% |
| 6M | +24.7% | +53.6% | -28.9% | +21.5% |
| All | +24.7% | +54.9% | -30.1% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling