-81.2%
PATH vs PHM
+165.9%
-247.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | -5.3% | +6.2% | -11.5% | -8.4% |
| 30D | -0.5% | +17.9% | -18.5% | -8.9% |
| 3M | -7.1% | +2.5% | -9.6% | -8.9% |
| 6M | +23.8% | +10.8% | +13.0% | +15.4% |
| YTD | -20.7% | +13.7% | -34.4% | -29.2% |
| 1Y | -8.1% | +12.4% | -20.4% | -17.8% |
| 3Y | -21.8% | +65.6% | -87.5% | -52.3% |
| 5Y | -76.8% | +175.3% | -252.2% | -91.2% |
| All | -81.2% | +165.9% | -247.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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