-78.0%
PATH vs PSLV
+132.6%
-210.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.4% |
| 7D | -16.3% | -0.6% | -15.7% | -16.2% |
| 30D | +9.9% | +7.3% | +2.6% | +8.6% |
| 3M | +30.2% | -7.4% | +37.6% | +31.7% |
| 6M | +37.2% | -20.3% | +57.5% | +41.3% |
| YTD | -7.3% | -8.2% | +0.9% | -11.9% |
| 1Y | +40.0% | +57.9% | -17.9% | +8.1% |
| 3Y | -4.4% | +162.1% | -166.5% | -40.8% |
| 5Y | -76.0% | +151.2% | -227.2% | -85.7% |
| All | -78.0% | +132.6% | -210.6% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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