-80.4%
PATH vs RF
+82.9%
-163.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.0% |
| 7D | -4.8% | +2.3% | -7.0% | -6.1% |
| 30D | +2.7% | +7.2% | -4.6% | -1.7% |
| 3M | -4.2% | -8.2% | +4.0% | +0.7% |
| 6M | +24.7% | +7.0% | +17.7% | +18.7% |
| YTD | -17.6% | +10.3% | -27.9% | -23.9% |
| 1Y | -5.3% | +25.1% | -30.4% | -19.4% |
| 3Y | -22.0% | +110.3% | -132.3% | -54.1% |
| 5Y | -76.5% | +47.1% | -123.6% | -83.3% |
| All | -80.4% | +82.9% | -163.3% | -86.0% |
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