-81.1%
PATH vs PSA
+57.2%
-138.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -5.6% | +7.4% | -13.0% | -8.6% |
| 30D | -0.7% | +19.1% | -19.8% | -8.5% |
| 3M | -5.9% | +5.1% | -10.9% | -8.1% |
| 6M | +21.6% | +16.2% | +5.4% | +12.7% |
| YTD | -20.6% | +35.2% | -55.8% | -33.2% |
| 1Y | -10.6% | +27.1% | -37.7% | -22.3% |
| 3Y | -24.9% | +51.7% | -76.6% | -43.9% |
| 5Y | -76.8% | +31.8% | -108.6% | -80.2% |
| All | -81.1% | +57.2% | -138.4% | -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 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