-6.1%
PATH vs PTC
-3.9%
-2.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -6.0% | -10.6% | -11.3% |
| 7D | -16.3% | -10.3% | -6.0% | -7.4% |
| 30D | +9.9% | +1.1% | +8.8% | +9.9% |
| 3M | +30.2% | +1.6% | +28.6% | +28.3% |
| 6M | +37.2% | -13.5% | +50.7% | +56.2% |
| YTD | -7.3% | -19.1% | +11.7% | +12.0% |
| 1Y | +40.0% | -33.9% | +73.9% | +99.9% |
| All | -6.1% | -3.9% | -2.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling