-76.5%
PATH vs REPL
-37.4%
-39.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -4.8% | +28.8% | -33.6% | -6.0% |
| 30D | +2.7% | +57.3% | -54.7% | +0.2% |
| 3M | -4.2% | +73.6% | -77.8% | -7.1% |
| 6M | +24.7% | +582.8% | -558.1% | +6.9% |
| YTD | -17.6% | +112.9% | -130.4% | -26.2% |
| 1Y | -5.3% | +130.7% | -136.0% | -15.7% |
| 3Y | -22.0% | +45.7% | -67.7% | -43.5% |
| 5Y | -76.5% | -37.9% | -38.6% | -82.0% |
| All | -76.5% | -37.4% | -39.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling