-77.0%
PATH vs RNG
-69.1%
-7.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.5% |
| 7D | -5.3% | -11.3% | +6.0% | +1.0% |
| 30D | -0.5% | -5.7% | +5.1% | +2.4% |
| 3M | -7.1% | +16.8% | -23.9% | -14.6% |
| 6M | +23.8% | +58.5% | -34.7% | -5.0% |
| YTD | -20.7% | +151.3% | -172.0% | -55.7% |
| 1Y | -8.1% | +169.0% | -177.1% | -50.7% |
| 3Y | -21.8% | +156.9% | -178.7% | -60.2% |
| All | -77.0% | -69.1% | -7.9% | -68.7% |
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 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