-6.1%
PATH vs REPL
-22.6%
+16.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -16.6% |
| 7D | -16.3% | -3.0% | -13.3% | -16.3% |
| 30D | +9.9% | +27.1% | -17.2% | +9.5% |
| 3M | +30.2% | +52.4% | -22.2% | +28.4% |
| 6M | +37.2% | +107.4% | -70.2% | +33.4% |
| YTD | -7.3% | +54.7% | -62.1% | -9.2% |
| 1Y | +40.0% | +158.9% | -118.9% | +34.1% |
| All | -6.1% | -22.6% | +16.5% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling