-78.0%
PATH vs RGEN
-20.6%
-57.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.1% |
| 7D | -16.3% | -4.9% | -11.4% | -14.4% |
| 30D | +9.9% | +5.7% | +4.2% | +7.3% |
| 3M | +30.2% | +32.4% | -2.3% | +13.1% |
| 6M | +37.2% | +33.2% | +4.0% | +17.3% |
| YTD | -7.3% | +2.3% | -9.6% | -10.3% |
| 1Y | +40.0% | +39.0% | +1.0% | +16.1% |
| 3Y | -4.4% | -4.6% | +0.2% | -12.3% |
| 5Y | -76.0% | -42.7% | -33.3% | -75.9% |
| All | -78.0% | -20.6% | -57.4% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling