-80.4%
PATH vs PCAR
+108.9%
-189.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +0.9% |
| 7D | -4.8% | +3.7% | -8.4% | -6.4% |
| 30D | +2.7% | -2.9% | +5.6% | +4.0% |
| 3M | -4.2% | -21.7% | +17.5% | +7.8% |
| 6M | +24.7% | -6.6% | +31.4% | +27.1% |
| YTD | -17.6% | -2.2% | -15.3% | -20.2% |
| 1Y | -5.3% | +12.2% | -17.6% | -16.0% |
| 3Y | -22.0% | +36.5% | -58.5% | -41.9% |
| 5Y | -76.5% | +113.5% | -190.0% | -87.0% |
| All | -80.4% | +108.9% | -189.3% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling