-78.0%
PATH vs PYPL
-78.7%
+0.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.0% | -13.6% | -14.7% |
| 7D | -16.3% | +2.7% | -19.0% | -17.6% |
| 30D | +9.9% | -4.9% | +14.8% | +12.5% |
| 3M | +30.2% | +28.9% | +1.3% | +7.6% |
| 6M | +37.2% | +18.2% | +19.0% | +20.0% |
| YTD | -7.3% | -5.0% | -2.3% | -8.4% |
| 1Y | +40.0% | -18.8% | +58.8% | +53.6% |
| 3Y | -4.4% | -12.6% | +8.2% | -7.8% |
| 5Y | -76.0% | -80.8% | +4.7% | -41.0% |
| All | -78.0% | -78.7% | +0.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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