+40.0%
PATH vs RNG
+144.7%
-104.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.9% | -12.7% | -14.9% |
| 7D | -16.3% | +5.8% | -22.1% | -18.1% |
| 30D | +9.9% | +19.6% | -9.7% | +2.4% |
| 3M | +30.2% | +67.0% | -36.9% | +4.9% |
| 6M | +37.2% | +88.4% | -51.2% | +5.6% |
| YTD | -7.3% | +155.5% | -162.8% | -36.1% |
| 1Y | +40.0% | +141.7% | -101.7% | -0.7% |
| All | +40.0% | +144.7% | -104.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling