-78.0%
PATH vs POET
+16.5%
-94.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +8.0% | -24.7% | -17.4% |
| 7D | -16.3% | +5.6% | -21.9% | -16.9% |
| 30D | +9.9% | -2.1% | +12.0% | +9.8% |
| 3M | +30.2% | -48.8% | +79.0% | +36.9% |
| 6M | +37.2% | +15.8% | +21.4% | +23.4% |
| YTD | -7.3% | +25.1% | -32.4% | -18.5% |
| 1Y | +40.0% | +50.6% | -10.6% | +18.3% |
| 3Y | -4.4% | +107.9% | -112.3% | -31.9% |
| 5Y | -76.0% | -11.0% | -65.0% | -82.1% |
| All | -78.0% | +16.5% | -94.5% | -84.8% |
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