-21.8%
PATH vs PHM
+67.6%
-89.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | -5.6% | +8.7% | -14.3% | -7.4% |
| 30D | -0.7% | +16.4% | -17.1% | -4.3% |
| 3M | -5.9% | +1.8% | -7.7% | -6.5% |
| 6M | +21.6% | +15.1% | +6.5% | +17.0% |
| YTD | -20.6% | +16.0% | -36.6% | -25.0% |
| 1Y | -10.6% | +14.1% | -24.7% | -15.4% |
| All | -21.8% | +67.6% | -89.4% | -57.3% |
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