-81.4%
PATH vs PSA
+55.1%
-136.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.3% | +0.8% | -3.0% | -2.6% |
| 30D | -4.8% | +15.9% | -20.7% | -11.2% |
| 3M | -17.7% | +4.2% | -21.9% | -19.4% |
| 6M | +18.9% | +10.1% | +8.8% | +13.1% |
| YTD | -21.7% | +33.3% | -55.1% | -33.7% |
| 1Y | -9.6% | +28.2% | -37.9% | -22.0% |
| 3Y | -25.8% | +54.9% | -80.7% | -45.4% |
| 5Y | -77.1% | +28.3% | -105.4% | -80.4% |
| All | -81.4% | +55.1% | -136.5% | -82.4% |
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