-82.1%
PATH vs PCOR
-10.0%
-72.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.7% | -16.8% | -10.8% |
| 7D | -4.8% | +21.8% | -26.6% | -18.5% |
| 30D | +2.7% | +39.5% | -36.9% | -20.1% |
| 3M | -4.2% | +35.2% | -39.4% | -23.5% |
| 6M | +24.7% | +21.7% | +3.0% | +6.0% |
| YTD | -17.6% | +3.9% | -21.5% | -22.7% |
| 1Y | -5.3% | +6.9% | -12.3% | -13.4% |
| 3Y | -22.0% | +44.8% | -66.8% | -45.7% |
| 5Y | -76.5% | -21.9% | -54.6% | -80.2% |
| All | -82.1% | -10.0% | -72.1% | -85.4% |
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