-78.0%
PATH vs RACE
+103.8%
-181.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.7% | -15.6% |
| 7D | -16.3% | -2.5% | -13.8% | -14.9% |
| 30D | +9.9% | +0.8% | +9.1% | +9.6% |
| 3M | +30.2% | +17.2% | +13.0% | +19.0% |
| 6M | +37.2% | +13.6% | +23.6% | +26.2% |
| YTD | -7.3% | +12.2% | -19.5% | -15.2% |
| 1Y | +40.0% | -16.3% | +56.3% | +49.8% |
| 3Y | -4.4% | +36.4% | -40.8% | -42.8% |
| 5Y | -76.0% | +95.0% | -171.0% | -90.6% |
| All | -78.0% | +103.8% | -181.7% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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