-21.8%
PATH vs RGEN
+15.5%
-37.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.1% |
| 7D | -5.3% | -1.9% | -3.4% | -4.7% |
| 30D | -0.5% | +3.7% | -4.3% | -1.9% |
| 3M | -7.1% | +8.8% | -16.0% | -10.6% |
| 6M | +23.8% | +38.0% | -14.1% | +8.2% |
| YTD | -20.7% | +5.9% | -26.6% | -24.1% |
| 1Y | -8.1% | +19.7% | -27.7% | -16.1% |
| 3Y | -21.8% | +20.5% | -42.3% | -38.5% |
| All | -21.8% | +15.5% | -37.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling