-80.4%
PATH vs RACE
+114.9%
-195.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +0.5% |
| 7D | -4.8% | +9.9% | -14.7% | -9.8% |
| 30D | +2.7% | +12.8% | -10.1% | -4.2% |
| 3M | -4.2% | +7.4% | -11.5% | -8.0% |
| 6M | +24.7% | +27.6% | -2.9% | +7.9% |
| YTD | -17.6% | +18.4% | -35.9% | -27.0% |
| 1Y | -5.3% | +9.5% | -14.9% | -12.0% |
| 3Y | -22.0% | +33.9% | -55.9% | -50.8% |
| 5Y | -76.5% | +74.9% | -151.4% | -90.4% |
| All | -80.4% | +114.9% | -195.4% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling