-21.8%
PATH vs PNR
+17.5%
-39.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.5% |
| 7D | -5.6% | +6.0% | -11.6% | -7.8% |
| 30D | -0.7% | +32.4% | -33.1% | -12.1% |
| 3M | -5.9% | +1.6% | -7.4% | -6.6% |
| 6M | +21.6% | -9.5% | +31.1% | +25.7% |
| YTD | -20.6% | -32.0% | +11.4% | -5.3% |
| 1Y | -10.6% | -34.4% | +23.8% | +9.2% |
| All | -21.8% | +17.5% | -39.3% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling