-80.4%
PATH vs RGEN
-15.6%
-64.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.8% | -3.5% | -1.3% | -3.5% |
| 30D | +2.7% | -6.0% | +8.6% | +4.9% |
| 3M | -4.2% | +19.0% | -23.2% | -12.5% |
| 6M | +24.7% | +50.7% | -26.0% | +0.4% |
| YTD | -17.6% | +8.8% | -26.3% | -23.4% |
| 1Y | -5.3% | +21.3% | -26.6% | -16.7% |
| 3Y | -22.0% | +18.5% | -40.5% | -36.1% |
| 5Y | -76.5% | -35.7% | -40.8% | -77.3% |
| All | -80.4% | -15.6% | -64.8% | -80.6% |
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