-77.0%
PATH vs RSG
+96.6%
-173.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -5.3% | +1.2% | -6.5% | -5.6% |
| 30D | -0.5% | +14.2% | -14.7% | -4.4% |
| 3M | -7.1% | +17.8% | -24.9% | -11.4% |
| 6M | +23.8% | +24.0% | -0.2% | +15.9% |
| YTD | -20.7% | +17.5% | -38.2% | -24.6% |
| 1Y | -8.1% | +21.9% | -30.0% | -13.9% |
| 3Y | -21.8% | +64.6% | -86.4% | -38.4% |
| All | -77.0% | +96.6% | -173.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling