-81.2%
PATH vs REPL
-23.9%
-57.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.5% |
| 7D | -5.3% | +22.8% | -28.1% | -6.4% |
| 30D | -0.5% | +63.8% | -64.3% | -3.4% |
| 3M | -7.1% | +68.1% | -75.3% | -10.2% |
| 6M | +23.8% | +528.5% | -504.7% | +4.7% |
| YTD | -20.7% | +122.4% | -143.1% | -30.4% |
| 1Y | -8.1% | +154.4% | -162.4% | -20.2% |
| 3Y | -21.8% | +68.0% | -89.8% | -48.3% |
| 5Y | -76.8% | -35.4% | -41.5% | -80.3% |
| All | -81.2% | -23.9% | -57.3% | -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