-81.2%
PATH vs PSA
+55.8%
-137.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -5.3% | +3.9% | -9.2% | -7.0% |
| 30D | -0.5% | +19.7% | -20.2% | -8.5% |
| 3M | -7.1% | +4.3% | -11.4% | -9.0% |
| 6M | +23.8% | +11.4% | +12.4% | +17.2% |
| YTD | -20.7% | +33.9% | -54.6% | -33.0% |
| 1Y | -8.1% | +28.3% | -36.3% | -20.6% |
| 3Y | -21.8% | +53.5% | -75.3% | -42.1% |
| 5Y | -76.8% | +30.6% | -107.5% | -80.2% |
| All | -81.2% | +55.8% | -137.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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