-21.6%
PATH vs RNG
+162.8%
-184.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.3% |
| 7D | -5.3% | -11.3% | +6.0% | +0.1% |
| 30D | -0.5% | -5.7% | +5.1% | +2.0% |
| 3M | -7.1% | +16.8% | -23.9% | -13.4% |
| 6M | +23.8% | +58.5% | -34.7% | -0.4% |
| YTD | -20.7% | +151.3% | -172.0% | -50.1% |
| 1Y | -8.1% | +169.0% | -177.1% | -44.1% |
| All | -21.6% | +162.8% | -184.4% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling