-76.8%
PATH vs RMBS
+187.9%
-264.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.2% | +1.1% |
| 7D | -5.6% | -23.4% | +17.8% | +1.6% |
| 30D | -0.7% | -38.9% | +38.2% | +14.1% |
| 3M | -5.9% | -28.4% | +22.5% | +1.7% |
| 6M | +21.6% | -40.9% | +62.5% | +32.5% |
| YTD | -20.6% | -24.2% | +3.5% | -28.1% |
| 1Y | -10.6% | -35.8% | +25.3% | -13.5% |
| 3Y | -24.9% | +20.0% | -44.9% | -53.4% |
| 5Y | -76.8% | +190.3% | -267.2% | -93.5% |
| All | -76.8% | +187.9% | -264.8% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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