-18.8%
PATH vs PM
+158.4%
-177.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +3.3% |
| 7D | -4.8% | +4.3% | -9.1% | -3.7% |
| 30D | +2.7% | +11.5% | -8.8% | +5.9% |
| 3M | -4.2% | +13.0% | -17.2% | -0.8% |
| 6M | +24.7% | +25.9% | -1.2% | +33.7% |
| YTD | -17.6% | +34.0% | -51.6% | -10.4% |
| 1Y | -5.3% | +46.9% | -52.2% | +4.0% |
| All | -18.8% | +158.4% | -177.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling