+40.0%
PATH vs PNR
-43.1%
+83.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.6% |
| 7D | -16.3% | -2.4% | -13.9% | -16.2% |
| 30D | +9.9% | -12.8% | +22.7% | +10.4% |
| 3M | +30.2% | -17.0% | +47.2% | +30.6% |
| 6M | +37.2% | -37.4% | +74.6% | +38.6% |
| YTD | -7.3% | -41.6% | +34.3% | -5.4% |
| 1Y | +40.0% | -44.6% | +84.6% | +41.0% |
| All | +40.0% | -43.1% | +83.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling