-10.6%
PATH vs S
+27.1%
-37.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.8% | +5.1% | +1.6% |
| 7D | -5.6% | -16.7% | +11.1% | +4.9% |
| 30D | -0.7% | -17.0% | +16.3% | +10.0% |
| 3M | -5.9% | +2.0% | -7.9% | -9.9% |
| 6M | +21.6% | +35.1% | -13.5% | -3.7% |
| YTD | -20.6% | +42.8% | -63.4% | -40.5% |
| 1Y | -10.6% | +27.7% | -38.3% | -31.7% |
| All | -10.6% | +27.1% | -37.7% | -31.7% |
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