-80.4%
PATH vs PSA
+58.3%
-138.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.6% |
| 7D | -4.8% | +10.5% | -15.3% | -9.1% |
| 30D | +2.7% | +21.7% | -19.0% | -6.3% |
| 3M | -4.2% | +6.1% | -10.2% | -6.9% |
| 6M | +24.7% | +18.3% | +6.4% | +14.6% |
| YTD | -17.6% | +36.1% | -53.6% | -30.9% |
| 1Y | -5.3% | +29.3% | -34.6% | -18.4% |
| 3Y | -22.0% | +52.7% | -74.7% | -41.9% |
| 5Y | -76.5% | +28.8% | -105.3% | -80.1% |
| All | -80.4% | +58.3% | -138.7% | -81.6% |
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