-75.7%
PATH vs RNG
-70.5%
-5.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.9% | -12.7% | -14.5% |
| 7D | -16.3% | +5.8% | -22.1% | -18.6% |
| 30D | +9.9% | +19.6% | -9.7% | +0.3% |
| 3M | +30.2% | +67.0% | -36.9% | -2.3% |
| 6M | +37.2% | +88.4% | -51.2% | -4.1% |
| YTD | -7.3% | +155.5% | -162.8% | -48.2% |
| 1Y | +40.0% | +141.7% | -101.7% | -19.3% |
| 3Y | -4.4% | +131.1% | -135.5% | -47.7% |
| All | -75.7% | -70.5% | -5.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling