-80.4%
PATH vs PM
+187.4%
-267.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | -4.8% | +4.3% | -9.1% | -4.7% |
| 30D | +2.7% | +11.5% | -8.8% | +2.9% |
| 3M | -4.2% | +13.0% | -17.2% | -4.0% |
| 6M | +24.7% | +25.9% | -1.2% | +24.9% |
| YTD | -17.6% | +34.0% | -51.6% | -18.4% |
| 1Y | -5.3% | +46.9% | -52.2% | -7.7% |
| 3Y | -22.0% | +158.9% | -180.9% | -41.4% |
| 5Y | -76.5% | +181.3% | -257.8% | -82.2% |
| All | -80.4% | +187.4% | -267.8% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling