-81.1%
PATH vs RF
+79.0%
-160.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.4% |
| 7D | -5.6% | -1.6% | -4.0% | -4.6% |
| 30D | -0.7% | +5.0% | -5.7% | -3.6% |
| 3M | -5.9% | -10.0% | +4.1% | +0.2% |
| 6M | +21.6% | +3.3% | +18.3% | +18.3% |
| YTD | -20.6% | +7.9% | -28.6% | -25.7% |
| 1Y | -10.6% | +21.2% | -31.8% | -22.4% |
| 3Y | -24.9% | +105.8% | -130.7% | -55.2% |
| 5Y | -76.8% | +43.7% | -120.6% | -83.3% |
| All | -81.1% | +79.0% | -160.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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