-78.0%
PATH vs PSA
+38.0%
-116.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.1% |
| 7D | -16.3% | -3.7% | -12.6% | -14.8% |
| 30D | +9.9% | -7.7% | +17.7% | +14.1% |
| 3M | +30.2% | -0.6% | +30.8% | +30.3% |
| 6M | +37.2% | -0.9% | +38.1% | +36.2% |
| YTD | -7.3% | +18.7% | -26.0% | -17.1% |
| 1Y | +40.0% | +7.6% | +32.4% | +31.5% |
| 3Y | -4.4% | +23.7% | -28.1% | -20.4% |
| 5Y | -76.0% | +13.7% | -89.7% | -78.3% |
| All | -78.0% | +38.0% | -116.0% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling