-81.2%
PATH vs RSG
+150.1%
-231.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% | -24.9% | -10.2% |
| 6M | +23.8% | +24.0% | -0.2% | +18.1% |
| YTD | -20.7% | +17.5% | -38.2% | -23.4% |
| 1Y | -8.1% | +21.9% | -30.0% | -12.2% |
| 3Y | -21.8% | +64.6% | -86.4% | -33.2% |
| 5Y | -76.8% | +97.3% | -174.1% | -81.3% |
| All | -81.2% | +150.1% | -231.3% | -79.3% |
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