-81.2%
PATH vs RUN
-79.3%
-1.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.4% |
| 7D | -2.7% | +18.1% | -20.8% | -6.5% |
| 30D | -3.7% | +27.5% | -31.2% | -9.4% |
| 3M | -13.8% | -4.5% | -9.2% | -14.0% |
| 6M | +20.3% | -33.3% | +53.6% | +28.4% |
| YTD | -20.8% | -47.1% | +26.3% | -14.6% |
| 1Y | -9.2% | -43.1% | +33.9% | -4.1% |
| 3Y | -21.8% | -3.0% | -18.8% | -49.4% |
| 5Y | -77.4% | -82.6% | +5.2% | -77.2% |
| All | -81.2% | -79.3% | -1.9% | -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