-22.9%
PATH vs RSG
+66.5%
-89.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +2.5% | -0.4% | +1.8% |
| 30D | +1.6% | +12.7% | -11.1% | +0.4% |
| 3M | -20.4% | +17.9% | -38.4% | -21.7% |
| 6M | +40.1% | +25.0% | +15.1% | +37.3% |
| YTD | -19.0% | +20.8% | -39.8% | -20.1% |
| 1Y | -5.8% | +24.3% | -30.1% | -7.6% |
| 3Y | -22.9% | +65.3% | -88.2% | -37.0% |
| All | -22.9% | +66.5% | -89.4% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling