-78.0%
PATH vs RSG
+125.7%
-203.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.6% | -16.4% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | +7.6% | +2.3% | +8.3% |
| 3M | +30.2% | +7.4% | +22.7% | +28.1% |
| 6M | +37.2% | -3.3% | +40.5% | +38.4% |
| YTD | -7.3% | +6.0% | -13.3% | -8.6% |
| 1Y | +40.0% | -3.7% | +43.7% | +41.5% |
| 3Y | -4.4% | +59.1% | -63.5% | -18.2% |
| 5Y | -76.0% | +89.0% | -165.1% | -79.3% |
| All | -78.0% | +125.7% | -203.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling