-75.7%
PATH vs RACE
+93.6%
-169.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.7% | -15.5% |
| 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% | +18.8% |
| 6M | +37.2% | +13.6% | +23.6% | +26.0% |
| YTD | -7.3% | +12.2% | -19.5% | -15.3% |
| 1Y | +40.0% | -16.3% | +56.3% | +50.2% |
| 3Y | -4.4% | +36.4% | -40.8% | -44.7% |
| All | -75.7% | +93.6% | -169.2% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling