-81.4%
PATH vs PM
+166.5%
-247.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.1% |
| 7D | -2.3% | -6.6% | +4.3% | -2.4% |
| 30D | -4.8% | -3.4% | -1.4% | -4.9% |
| 3M | -17.7% | +5.3% | -23.0% | -17.7% |
| 6M | +18.9% | +15.5% | +3.4% | +18.9% |
| YTD | -21.7% | +24.3% | -46.0% | -22.6% |
| 1Y | -9.6% | +29.7% | -39.3% | -11.3% |
| 3Y | -25.8% | +144.9% | -170.8% | -44.9% |
| 5Y | -77.1% | +159.0% | -236.1% | -82.6% |
| All | -81.4% | +166.5% | -247.9% | -83.4% |
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