-75.7%
PATH vs PCAR
+168.1%
-243.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | -0.5% | -15.8% | -16.1% |
| 30D | +9.9% | -6.2% | +16.1% | +13.5% |
| 3M | +30.2% | +5.9% | +24.3% | +25.1% |
| 6M | +37.2% | +0.4% | +36.8% | +34.2% |
| YTD | -7.3% | +14.8% | -22.1% | -17.6% |
| 1Y | +40.0% | +30.1% | +9.9% | +13.7% |
| 3Y | -4.4% | +66.7% | -71.1% | -38.5% |
| All | -75.7% | +168.1% | -243.7% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling