-6.1%
PATH vs RUN
-42.7%
+36.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.6% |
| 7D | -16.3% | +1.3% | -17.6% | -16.5% |
| 30D | +9.9% | -15.3% | +25.2% | +12.0% |
| 3M | +30.2% | -40.0% | +70.2% | +38.1% |
| 6M | +37.2% | -27.0% | +64.2% | +40.5% |
| YTD | -7.3% | -51.7% | +44.4% | -1.2% |
| 1Y | +40.0% | -45.9% | +85.9% | +46.7% |
| All | -6.1% | -42.7% | +36.6% | -26.9% |
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 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