-81.0%
PATH vs PSA
+53.9%
-134.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.7% | -2.1% | +2.8% | +1.7% |
| 30D | -1.1% | +15.6% | -16.7% | -7.6% |
| 3M | -14.2% | +4.1% | -18.2% | -15.8% |
| 6M | +30.9% | +9.2% | +21.7% | +25.0% |
| YTD | -20.1% | +32.3% | -52.4% | -32.1% |
| 1Y | -8.1% | +26.2% | -34.2% | -19.9% |
| 3Y | -24.3% | +53.7% | -77.9% | -44.1% |
| 5Y | -75.6% | +26.6% | -102.2% | -79.1% |
| All | -81.0% | +53.9% | -134.9% | -81.9% |
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