-75.7%
PATH vs RL
+238.1%
-313.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.0% | -18.7% | -17.7% |
| 7D | -16.3% | -0.8% | -15.5% | -16.2% |
| 30D | +9.9% | -7.8% | +17.7% | +13.8% |
| 3M | +30.2% | -4.0% | +34.2% | +30.7% |
| 6M | +37.2% | -1.9% | +39.1% | +32.6% |
| YTD | -7.3% | -0.2% | -7.2% | -12.1% |
| 1Y | +40.0% | +10.7% | +29.3% | +23.2% |
| 3Y | -4.4% | +210.8% | -215.2% | -61.9% |
| All | -75.7% | +238.1% | -313.8% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling