-77.0%
PATH vs PNR
-2.8%
-74.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.6% |
| 7D | -5.3% | +2.8% | -8.1% | -7.5% |
| 30D | -0.5% | +31.2% | -31.7% | -19.3% |
| 3M | -7.1% | -2.1% | -5.1% | -7.0% |
| 6M | +23.8% | -14.0% | +37.8% | +33.7% |
| YTD | -20.7% | -33.6% | +12.9% | +3.0% |
| 1Y | -8.1% | -35.2% | +27.1% | +21.5% |
| 3Y | -21.8% | +15.8% | -37.6% | -46.8% |
| All | -77.0% | -2.8% | -74.2% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling