-78.0%
PATH vs PSX
+319.5%
-397.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | +4.5% | -20.8% | -17.3% |
| 30D | +9.9% | +26.6% | -16.7% | +3.3% |
| 3M | +30.2% | +39.3% | -9.1% | +19.2% |
| 6M | +37.2% | +56.8% | -19.6% | +21.5% |
| YTD | -7.3% | +101.8% | -109.1% | -23.5% |
| 1Y | +40.0% | +99.6% | -59.6% | +15.7% |
| 3Y | -4.4% | +140.3% | -144.8% | -25.8% |
| 5Y | -76.0% | +339.3% | -415.4% | -82.9% |
| All | -78.0% | +319.5% | -397.5% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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