-81.2%
PATH vs PNR
+19.2%
-100.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -2.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -3.7% | +34.4% | -38.2% | -22.2% |
| 3M | -13.8% | +2.4% | -16.2% | -16.1% |
| 6M | +20.3% | -7.8% | +28.1% | +23.1% |
| YTD | -20.8% | -31.6% | +10.8% | -0.8% |
| 1Y | -9.2% | -33.6% | +24.4% | +16.3% |
| 3Y | -21.8% | +19.9% | -41.7% | -44.9% |
| 5Y | -77.4% | +0.8% | -78.2% | -85.5% |
| All | -81.2% | +19.2% | -100.4% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling