-83.3%
PATH vs PL
+29.1%
-112.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +4.5% |
| 7D | -4.8% | -11.7% | +6.9% | -2.0% |
| 30D | +2.7% | -27.1% | +29.8% | +10.4% |
| 3M | -4.2% | -44.6% | +40.4% | +9.7% |
| 6M | +24.7% | -67.2% | +91.9% | +56.5% |
| YTD | -17.6% | -35.9% | +18.3% | -18.8% |
| 1Y | -5.3% | -0.4% | -4.9% | -20.5% |
| 3Y | -22.0% | +454.8% | -476.8% | -71.4% |
| 5Y | -76.5% | +24.8% | -101.3% | -88.0% |
| All | -83.3% | +29.1% | -112.4% | -91.5% |
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