-80.4%
PATH vs PTC
+38.0%
-118.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +2.7% | +1.5% | +1.1% | +1.5% |
| 3M | -4.2% | +37.8% | -41.9% | -29.7% |
| 6M | +24.7% | +41.2% | -16.5% | -11.4% |
| YTD | -17.6% | +12.0% | -29.6% | -27.3% |
| 1Y | -5.3% | +1.6% | -7.0% | -9.3% |
| 3Y | -22.0% | +32.3% | -54.3% | -43.2% |
| 5Y | -76.5% | +61.4% | -137.9% | -85.5% |
| All | -80.4% | +38.0% | -118.4% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling