+40.0%
PATH vs S
+10.1%
+29.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.9% |
| 7D | -16.3% | -7.7% | -8.6% | -12.0% |
| 30D | +9.9% | -5.3% | +15.2% | +13.1% |
| 3M | +30.2% | +20.3% | +9.9% | +14.0% |
| 6M | +37.2% | +47.4% | -10.2% | +4.8% |
| YTD | -7.3% | +32.5% | -39.9% | -24.9% |
| 1Y | +40.0% | +9.5% | +30.5% | +25.7% |
| All | +40.0% | +10.1% | +29.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling