-81.1%
PATH vs PM
+174.1%
-255.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.8% |
| 7D | -5.6% | -3.4% | -2.2% | -5.6% |
| 30D | -0.7% | +5.8% | -6.5% | -0.6% |
| 3M | -5.9% | +6.7% | -12.5% | -5.8% |
| 6M | +21.6% | +19.9% | +1.7% | +21.6% |
| YTD | -20.6% | +27.8% | -48.4% | -21.5% |
| 1Y | -10.6% | +39.4% | -50.0% | -12.8% |
| 3Y | -24.9% | +146.9% | -171.8% | -43.7% |
| 5Y | -76.8% | +166.6% | -243.5% | -82.4% |
| All | -81.1% | +174.1% | -255.2% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling