-81.4%
PATH vs PTC
+39.0%
-120.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.3% | +1.3% | -3.6% | -3.2% |
| 30D | -4.8% | +1.1% | -5.9% | -5.6% |
| 3M | -17.7% | +30.1% | -47.9% | -36.3% |
| 6M | +18.9% | +34.0% | -15.1% | -11.2% |
| YTD | -21.7% | +12.8% | -34.5% | -31.4% |
| 1Y | -9.6% | +10.7% | -20.4% | -19.4% |
| 3Y | -25.8% | +29.6% | -55.5% | -44.9% |
| 5Y | -77.1% | +63.5% | -140.6% | -85.9% |
| All | -81.4% | +39.0% | -120.4% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling