-76.5%
PATH vs PPL
+45.9%
-122.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.8% | +1.8% | -6.6% | -5.2% |
| 30D | +2.7% | +8.4% | -5.7% | +0.8% |
| 3M | -4.2% | +2.4% | -6.6% | -4.8% |
| 6M | +24.7% | -4.0% | +28.7% | +25.7% |
| YTD | -17.6% | +4.5% | -22.0% | -19.6% |
| 1Y | -5.3% | +1.7% | -7.1% | -6.9% |
| 3Y | -22.0% | +55.5% | -77.5% | -40.4% |
| 5Y | -76.5% | +47.0% | -123.5% | -81.9% |
| All | -76.5% | +45.9% | -122.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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