-78.0%
PATH vs REPL
-47.0%
-30.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -16.5% |
| 7D | -16.3% | -3.0% | -13.3% | -16.2% |
| 30D | +9.9% | +27.1% | -17.2% | +8.3% |
| 3M | +30.2% | +52.4% | -22.2% | +23.8% |
| 6M | +37.2% | +107.4% | -70.2% | +20.2% |
| YTD | -7.3% | +54.7% | -62.1% | -16.7% |
| 1Y | +40.0% | +158.9% | -118.9% | +14.9% |
| 3Y | -4.4% | -23.7% | +19.3% | -23.7% |
| 5Y | -76.0% | -54.3% | -21.7% | -79.3% |
| All | -78.0% | -47.0% | -30.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling