-81.2%
PATH vs RSG
+151.0%
-232.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -5.3% | +1.2% | -6.5% | -5.6% |
| 30D | -0.5% | +14.2% | -14.7% | -3.3% |
| 3M | -7.1% | +18.2% | -25.3% | -10.3% |
| 6M | +23.8% | +24.4% | -0.6% | +18.0% |
| YTD | -20.7% | +17.9% | -38.6% | -23.5% |
| 1Y | -8.1% | +22.3% | -30.4% | -12.3% |
| 3Y | -21.8% | +65.1% | -87.0% | -33.2% |
| 5Y | -76.8% | +97.9% | -174.8% | -81.3% |
| All | -81.2% | +151.0% | -232.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling