-9.6%
PATH vs RSG
+23.2%
-32.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.3% | +2.0% | -4.2% | -2.3% |
| 30D | -4.8% | +14.2% | -19.0% | -4.7% |
| 3M | -17.7% | +15.8% | -33.5% | -17.2% |
| 6M | +18.9% | +24.6% | -5.7% | +21.6% |
| YTD | -21.7% | +18.2% | -40.0% | -16.8% |
| 1Y | -9.6% | +22.8% | -32.4% | -1.5% |
| All | -9.6% | +23.2% | -32.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling