-18.8%
PATH vs PR
+69.4%
-88.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +4.5% |
| 7D | -4.8% | -12.1% | +7.3% | -1.8% |
| 30D | +2.7% | +0.9% | +1.8% | +2.0% |
| 3M | -4.2% | +10.1% | -14.3% | -7.0% |
| 6M | +24.7% | +1.1% | +23.6% | +23.4% |
| YTD | -17.6% | +63.7% | -81.2% | -30.3% |
| 1Y | -5.3% | +87.0% | -92.4% | -23.6% |
| All | -18.8% | +69.4% | -88.1% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling