-81.2%
PATH vs POET
-25.4%
-55.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +19.0% | -19.1% | -1.9% |
| 7D | -5.3% | -2.5% | -2.8% | -5.3% |
| 30D | -0.5% | -31.7% | +31.1% | +2.7% |
| 3M | -7.1% | -40.6% | +33.4% | -3.4% |
| 6M | +23.8% | -47.8% | +71.6% | +25.8% |
| YTD | -20.7% | -19.9% | -0.8% | -27.7% |
| 1Y | -8.1% | -4.7% | -3.4% | -18.4% |
| 3Y | -21.8% | +275.6% | -297.4% | -48.6% |
| 5Y | -76.8% | -38.2% | -38.7% | -82.2% |
| All | -81.2% | -25.4% | -55.7% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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