-81.1%
PATH vs RUN
-79.0%
-2.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.3% | -16.0% | -6.4% |
| 7D | -5.6% | +30.0% | -35.6% | -11.4% |
| 30D | -0.7% | +27.0% | -27.7% | -6.5% |
| 3M | -5.9% | -5.9% | 0.0% | -5.9% |
| 6M | +21.6% | -26.7% | +48.3% | +26.9% |
| YTD | -20.6% | -46.4% | +25.7% | -14.6% |
| 1Y | -10.6% | -52.1% | +41.5% | -2.0% |
| 3Y | -24.9% | -8.9% | -15.9% | -50.1% |
| 5Y | -76.8% | -82.4% | +5.6% | -76.7% |
| All | -81.1% | -79.0% | -2.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling