-79.7%
PATH vs PPL
+46.6%
-126.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | -22.8% | +1.8% | -24.5% | -23.0% |
| 30D | -6.9% | -1.1% | -5.8% | -6.8% |
| 3M | +25.4% | 0.0% | +25.4% | +25.1% |
| 6M | +18.1% | -7.6% | +25.7% | +19.8% |
| YTD | -14.5% | +1.7% | -16.3% | -15.9% |
| 1Y | +18.7% | +1.5% | +17.2% | +16.6% |
| 3Y | -24.2% | +55.3% | -79.4% | -39.9% |
| 5Y | -75.2% | +37.7% | -112.9% | -79.9% |
| All | -79.7% | +46.6% | -126.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling