-76.8%
PATH vs PTC
+59.6%
-136.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -0.7% | +0.8% | -1.5% | -1.3% |
| 3M | -5.9% | +39.6% | -45.4% | -32.7% |
| 6M | +21.6% | +41.5% | -19.9% | -15.2% |
| YTD | -20.6% | +11.7% | -32.3% | -30.0% |
| 1Y | -10.6% | +2.4% | -13.0% | -14.7% |
| 3Y | -24.9% | +31.9% | -56.8% | -47.1% |
| 5Y | -76.8% | +54.5% | -131.3% | -86.2% |
| All | -76.8% | +59.6% | -136.5% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling