-81.2%
PATH vs PL
+84.9%
-166.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.4% | -16.3% |
| 7D | -16.3% | -9.3% | -7.0% | -14.3% |
| 30D | +9.9% | -18.9% | +28.8% | +15.6% |
| 3M | +30.2% | -58.4% | +88.5% | +58.1% |
| 6M | +37.2% | -30.3% | +67.5% | +37.5% |
| YTD | -7.3% | -8.1% | +0.8% | -15.7% |
| 1Y | +40.0% | +180.5% | -140.5% | -15.5% |
| 3Y | -4.4% | +444.1% | -448.5% | -62.3% |
| 5Y | -76.0% | +83.0% | -159.1% | -88.6% |
| All | -81.2% | +84.9% | -166.1% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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