-81.1%
PATH vs PR
+545.3%
-626.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.5% |
| 7D | -5.6% | -16.5% | +11.0% | -1.5% |
| 30D | -0.7% | -4.5% | +3.8% | +0.1% |
| 3M | -5.9% | +8.5% | -14.4% | -8.1% |
| 6M | +21.6% | -3.3% | +24.9% | +21.3% |
| YTD | -20.6% | +55.7% | -76.3% | -30.3% |
| 1Y | -10.6% | +82.0% | -92.6% | -24.6% |
| 3Y | -24.9% | +62.5% | -87.3% | -36.4% |
| 5Y | -76.8% | +223.9% | -300.7% | -84.0% |
| All | -81.1% | +545.3% | -626.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling