-6.1%
PATH vs PHM
+54.8%
-61.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -3.2% | -13.1% | -15.6% |
| 30D | +9.9% | -6.4% | +16.3% | +11.8% |
| 3M | +30.2% | +5.5% | +24.7% | +27.7% |
| 6M | +37.2% | -5.4% | +42.7% | +38.4% |
| YTD | -7.3% | +6.6% | -13.9% | -11.1% |
| 1Y | +40.0% | -8.8% | +48.8% | +41.8% |
| All | -6.1% | +54.8% | -61.0% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling