-21.8%
PATH vs PH
+128.8%
-150.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.0% |
| 7D | -5.6% | -3.9% | -1.7% | -4.3% |
| 30D | -0.7% | -9.4% | +8.7% | +2.8% |
| 3M | -5.9% | -10.3% | +4.5% | -2.7% |
| 6M | +21.6% | +2.7% | +18.9% | +16.2% |
| YTD | -20.6% | +2.1% | -22.8% | -26.2% |
| 1Y | -10.6% | +16.2% | -26.8% | -24.4% |
| All | -21.8% | +128.8% | -150.6% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling