-76.8%
PATH vs RRC
+129.3%
-206.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.9% |
| 7D | -5.6% | -6.9% | +1.3% | -4.1% |
| 30D | -0.7% | +25.4% | -26.1% | -6.3% |
| 3M | -5.9% | +31.9% | -37.8% | -12.3% |
| 6M | +21.6% | +17.2% | +4.4% | +16.2% |
| YTD | -20.6% | +43.4% | -64.0% | -28.2% |
| 1Y | -10.6% | +36.7% | -47.3% | -18.4% |
| 3Y | -24.9% | +38.8% | -63.7% | -33.1% |
| 5Y | -76.8% | +118.3% | -195.1% | -80.7% |
| All | -76.8% | +129.3% | -206.2% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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