-81.1%
PATH vs PCAR
+105.6%
-186.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.9% |
| 7D | -5.6% | +2.2% | -7.7% | -6.6% |
| 30D | -0.7% | -4.4% | +3.7% | +1.4% |
| 3M | -5.9% | -21.4% | +15.6% | +5.7% |
| 6M | +21.6% | -7.3% | +28.9% | +24.3% |
| YTD | -20.6% | -3.8% | -16.8% | -22.5% |
| 1Y | -10.6% | +6.3% | -16.9% | -18.1% |
| 3Y | -24.9% | +34.4% | -59.3% | -43.6% |
| 5Y | -76.8% | +109.2% | -186.0% | -87.1% |
| All | -81.1% | +105.6% | -186.8% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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