-78.0%
PATH vs RF
+91.6%
-169.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | +1.3% | -17.6% | -17.0% |
| 30D | +9.9% | -3.6% | +13.5% | +12.1% |
| 3M | +30.2% | +8.1% | +22.1% | +23.7% |
| 6M | +37.2% | +11.5% | +25.7% | +26.8% |
| YTD | -7.3% | +15.6% | -22.9% | -16.9% |
| 1Y | +40.0% | +15.7% | +24.3% | +25.0% |
| 3Y | -4.4% | +86.9% | -91.3% | -39.7% |
| 5Y | -76.0% | +89.8% | -165.8% | -83.9% |
| All | -78.0% | +91.6% | -169.6% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling