+37.2%
PATH vs PM
+4.6%
+32.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.7% | -17.4% |
| 7D | -16.3% | -4.9% | -11.4% | -18.3% |
| 30D | +9.9% | -3.4% | +13.3% | +8.1% |
| 3M | +30.2% | +5.2% | +25.0% | +35.3% |
| 6M | +37.2% | +3.7% | +33.5% | +36.0% |
| All | +37.2% | +4.6% | +32.6% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling