-78.0%
PATH vs PR
+601.8%
-679.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -16.2% |
| 7D | -16.3% | +2.9% | -19.2% | -16.8% |
| 30D | +9.9% | +18.0% | -8.1% | +5.6% |
| 3M | +30.2% | +16.9% | +13.3% | +24.6% |
| 6M | +37.2% | +28.2% | +9.0% | +27.9% |
| YTD | -7.3% | +69.3% | -76.7% | -19.9% |
| 1Y | +40.0% | +69.5% | -29.5% | +20.6% |
| 3Y | -4.4% | +81.7% | -86.1% | -21.1% |
| 5Y | -76.0% | +422.2% | -498.3% | -84.5% |
| All | -78.0% | +601.8% | -679.8% | -86.0% |
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