-8.1%
PATH vs PNR
-36.0%
+28.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -5.3% | +2.8% | -8.1% | -5.3% |
| 30D | -0.5% | +31.2% | -31.7% | -1.7% |
| 3M | -7.1% | -2.1% | -5.1% | -7.2% |
| 6M | +23.8% | -14.0% | +37.8% | +23.2% |
| YTD | -20.7% | -33.6% | +12.9% | -19.9% |
| 1Y | -8.1% | -35.2% | +27.1% | -6.8% |
| All | -8.1% | -36.0% | +28.0% | -6.8% |
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