-76.8%
PATH vs S
-69.2%
-7.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.8% | +5.1% | +1.1% |
| 7D | -5.6% | -16.7% | +11.1% | +4.1% |
| 30D | -0.7% | -17.0% | +16.3% | +9.1% |
| 3M | -5.9% | +2.0% | -7.9% | -8.7% |
| 6M | +21.6% | +35.1% | -13.5% | +0.8% |
| YTD | -20.6% | +42.8% | -63.4% | -36.3% |
| 1Y | -10.6% | +27.7% | -38.3% | -24.5% |
| 3Y | -24.9% | +33.0% | -57.8% | -41.6% |
| 5Y | -76.8% | -68.0% | -8.8% | -69.8% |
| All | -76.8% | -69.2% | -7.6% | -69.8% |
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