-76.5%
PATH vs S
-64.3%
-12.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.0% |
| 7D | -4.8% | -8.2% | +3.4% | -0.4% |
| 30D | +2.7% | -7.6% | +10.3% | +6.5% |
| 3M | -4.2% | +12.0% | -16.1% | -11.6% |
| 6M | +24.7% | +50.6% | -25.8% | -2.5% |
| YTD | -17.6% | +56.6% | -74.2% | -37.0% |
| 1Y | -5.3% | +39.2% | -44.6% | -23.7% |
| 3Y | -22.0% | +45.8% | -67.8% | -42.2% |
| 5Y | -76.5% | -66.1% | -10.4% | -70.5% |
| All | -76.5% | -64.3% | -12.2% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling