-80.4%
PATH vs PSX
+327.0%
-407.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +4.0% |
| 7D | -4.8% | -5.2% | +0.4% | -3.6% |
| 30D | +2.7% | -3.7% | +6.4% | +3.3% |
| 3M | -4.2% | +26.8% | -31.0% | -10.4% |
| 6M | +24.7% | +47.3% | -22.6% | +12.1% |
| YTD | -17.6% | +105.4% | -123.0% | -32.6% |
| 1Y | -5.3% | +96.9% | -102.2% | -21.8% |
| 3Y | -22.0% | +145.4% | -167.4% | -40.0% |
| 5Y | -76.5% | +304.9% | -381.4% | -83.4% |
| All | -80.4% | +327.0% | -407.4% | -84.4% |
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