-77.4%
PATH vs PHM
+180.8%
-258.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -1.5% |
| 7D | -2.7% | +3.5% | -6.2% | -4.6% |
| 30D | -3.7% | +21.2% | -24.9% | -13.6% |
| 3M | -13.8% | +2.5% | -16.2% | -15.6% |
| 6M | +20.3% | +16.1% | +4.2% | +8.8% |
| YTD | -20.8% | +16.6% | -37.4% | -30.9% |
| 1Y | -9.2% | +14.4% | -23.7% | -20.3% |
| 3Y | -21.8% | +71.9% | -93.6% | -56.4% |
| 5Y | -77.4% | +174.3% | -251.8% | -92.8% |
| All | -77.4% | +180.8% | -258.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling