-76.8%
PATH vs RNG
-69.0%
-7.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -1.2% |
| 7D | -5.6% | -11.2% | +5.6% | +0.6% |
| 30D | -0.7% | -3.8% | +3.1% | +1.2% |
| 3M | -5.9% | +21.1% | -27.0% | -15.1% |
| 6M | +21.6% | +56.2% | -34.6% | -6.0% |
| YTD | -20.6% | +158.8% | -179.4% | -56.4% |
| 1Y | -10.6% | +173.6% | -184.2% | -52.5% |
| 3Y | -24.9% | +163.9% | -188.8% | -62.3% |
| 5Y | -76.8% | -68.1% | -8.7% | -69.1% |
| All | -76.8% | -69.0% | -7.8% | -69.1% |
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