-81.2%
PATH vs RUN
-78.8%
-2.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -5.3% | +33.4% | -38.7% | -11.6% |
| 30D | -0.5% | +31.1% | -31.7% | -7.0% |
| 3M | -7.1% | +6.4% | -13.5% | -9.6% |
| 6M | +23.8% | -22.2% | +46.0% | +27.5% |
| YTD | -20.7% | -45.8% | +25.1% | -14.9% |
| 1Y | -8.1% | -51.1% | +43.1% | +0.3% |
| 3Y | -21.8% | -3.0% | -18.8% | -49.2% |
| 5Y | -76.8% | -82.2% | +5.4% | -76.7% |
| All | -81.2% | -78.8% | -2.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling