-81.2%
PATH vs PH
+216.0%
-297.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -1.8% |
| 7D | -5.3% | +2.0% | -7.3% | -6.7% |
| 30D | -0.5% | -3.7% | +3.1% | +1.0% |
| 3M | -7.1% | -14.0% | +6.9% | +0.8% |
| 6M | +23.8% | +2.1% | +21.7% | +17.7% |
| YTD | -20.7% | +5.1% | -25.7% | -28.5% |
| 1Y | -8.1% | +10.9% | -19.0% | -20.6% |
| 3Y | -21.8% | +132.9% | -154.8% | -64.9% |
| 5Y | -76.8% | +200.1% | -276.9% | -92.4% |
| All | -81.2% | +216.0% | -297.1% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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