-8.6%
PATH vs PNR
-34.0%
+25.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -3.7% | +34.4% | -38.2% | -4.9% |
| 3M | -13.8% | +2.4% | -16.2% | -13.9% |
| 6M | +20.3% | -7.8% | +28.1% | +19.7% |
| YTD | -20.8% | -31.6% | +10.8% | -20.1% |
| All | -8.6% | -34.0% | +25.4% | -6.5% |
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