-81.1%
PATH vs PHM
+171.3%
-252.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.6% | +8.7% | -14.3% | -9.6% |
| 30D | -0.7% | +16.4% | -17.1% | -8.5% |
| 3M | -5.9% | +1.8% | -7.7% | -7.4% |
| 6M | +21.6% | +15.1% | +6.5% | +11.1% |
| YTD | -20.6% | +16.0% | -36.6% | -29.8% |
| 1Y | -10.6% | +14.1% | -24.7% | -20.6% |
| 3Y | -24.9% | +65.9% | -90.8% | -54.0% |
| 5Y | -76.8% | +180.9% | -257.7% | -91.3% |
| All | -81.1% | +171.3% | -252.4% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling