-18.8%
PATH vs RACE
+33.1%
-51.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +2.2% |
| 7D | -4.8% | +9.9% | -14.7% | -6.3% |
| 30D | +2.7% | +12.8% | -10.1% | +0.7% |
| 3M | -4.2% | +7.4% | -11.5% | -5.2% |
| 6M | +24.7% | +27.6% | -2.9% | +20.8% |
| YTD | -17.6% | +18.4% | -35.9% | -19.8% |
| 1Y | -5.3% | +9.5% | -14.9% | -6.9% |
| All | -18.8% | +33.1% | -51.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling