-82.7%
PATH vs PCOR
-10.0%
-72.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.6% | +23.7% | -29.3% | -20.1% |
| 30D | -0.7% | +39.0% | -39.7% | -22.5% |
| 3M | -5.9% | +35.8% | -41.6% | -25.0% |
| 6M | +21.6% | +38.2% | -16.6% | -4.7% |
| YTD | -20.6% | +3.9% | -24.6% | -25.5% |
| 1Y | -10.6% | +5.7% | -16.3% | -17.5% |
| 3Y | -24.9% | +44.8% | -69.7% | -47.7% |
| 5Y | -76.8% | -19.8% | -57.0% | -80.6% |
| All | -82.7% | -10.0% | -72.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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