-76.5%
PATH vs PR
+239.6%
-316.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +4.6% |
| 7D | -4.8% | -12.1% | +7.3% | -1.7% |
| 30D | +2.7% | +0.9% | +1.8% | +2.0% |
| 3M | -4.2% | +10.1% | -14.3% | -7.1% |
| 6M | +24.7% | +1.1% | +23.6% | +23.0% |
| YTD | -17.6% | +63.7% | -81.2% | -29.6% |
| 1Y | -5.3% | +87.0% | -92.4% | -22.3% |
| 3Y | -22.0% | +70.7% | -92.7% | -36.2% |
| 5Y | -76.5% | +246.8% | -323.3% | -85.3% |
| All | -76.5% | +239.6% | -316.1% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling