-21.8%
PATH vs RUN
-8.7%
-13.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -5.3% | +33.4% | -38.7% | -8.8% |
| 30D | -0.5% | +31.1% | -31.7% | -4.1% |
| 3M | -7.1% | +6.4% | -13.5% | -8.4% |
| 6M | +23.8% | -22.2% | +46.0% | +26.0% |
| YTD | -20.7% | -45.8% | +25.1% | -17.2% |
| 1Y | -8.1% | -51.1% | +43.1% | -3.2% |
| 3Y | -21.8% | -3.0% | -18.8% | -43.5% |
| All | -21.8% | -8.7% | -13.1% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling