-81.1%
PATH vs REPL
-29.5%
-51.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.5% |
| 7D | -5.6% | +15.1% | -20.7% | -6.4% |
| 30D | -0.7% | +51.1% | -51.8% | -3.1% |
| 3M | -5.9% | +69.2% | -75.1% | -9.0% |
| 6M | +21.6% | +597.6% | -576.0% | +1.7% |
| YTD | -20.6% | +106.0% | -126.6% | -30.0% |
| 1Y | -10.6% | +133.3% | -143.9% | -22.0% |
| 3Y | -24.9% | +41.0% | -65.9% | -48.1% |
| 5Y | -76.8% | -40.1% | -36.7% | -80.2% |
| All | -81.1% | -29.5% | -51.6% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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