-81.2%
PATH vs PNR
+15.6%
-96.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.5% |
| 7D | -5.3% | +2.8% | -8.1% | -7.3% |
| 30D | -0.5% | +31.2% | -31.7% | -18.3% |
| 3M | -7.1% | -2.1% | -5.1% | -7.0% |
| 6M | +23.8% | -14.0% | +37.8% | +33.1% |
| YTD | -20.7% | -33.6% | +12.9% | +1.3% |
| 1Y | -8.1% | -35.2% | +27.1% | +19.5% |
| 3Y | -21.8% | +15.8% | -37.6% | -43.6% |
| 5Y | -76.8% | -1.8% | -75.0% | -84.9% |
| All | -81.2% | +15.6% | -96.8% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling