-78.0%
PATH vs PM
+148.3%
-226.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.7% | -16.7% |
| 7D | -16.3% | -4.9% | -11.4% | -16.4% |
| 30D | +9.9% | -3.4% | +13.3% | +9.8% |
| 3M | +30.2% | +5.2% | +25.0% | +30.2% |
| 6M | +37.2% | +3.7% | +33.5% | +37.4% |
| YTD | -7.3% | +15.8% | -23.1% | -8.5% |
| 1Y | +40.0% | +17.4% | +22.6% | +37.8% |
| 3Y | -4.4% | +116.9% | -121.3% | -27.6% |
| 5Y | -76.0% | +117.3% | -193.3% | -82.4% |
| All | -78.0% | +148.3% | -226.3% | -80.4% |
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