-6.1%
PATH vs S
+16.9%
-23.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.9% |
| 7D | -16.3% | -7.7% | -8.6% | -12.5% |
| 30D | +9.9% | -5.3% | +15.2% | +12.9% |
| 3M | +30.2% | +20.3% | +9.9% | +16.5% |
| 6M | +37.2% | +47.4% | -10.2% | +9.2% |
| YTD | -7.3% | +32.5% | -39.9% | -21.9% |
| 1Y | +40.0% | +9.5% | +30.5% | +29.4% |
| All | -6.1% | +16.9% | -23.1% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling