-75.2%
PATH vs RRC
+153.5%
-228.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | -22.8% | -1.2% | -21.6% | -22.5% |
| 30D | -6.9% | +9.4% | -16.3% | -8.8% |
| 3M | +25.4% | +7.4% | +18.0% | +23.1% |
| 6M | +18.1% | +1.5% | +16.7% | +17.1% |
| YTD | -14.5% | +19.4% | -33.9% | -18.7% |
| 1Y | +18.7% | +24.2% | -5.5% | +11.4% |
| 3Y | -24.2% | +32.8% | -57.0% | -31.3% |
| 5Y | -75.2% | +152.9% | -228.1% | -79.1% |
| All | -75.2% | +153.5% | -228.7% | -79.1% |
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