-77.6%
PATH vs S
-56.8%
-20.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.8% |
| 7D | -16.3% | -7.7% | -8.6% | -12.9% |
| 30D | +9.9% | -5.3% | +15.2% | +12.7% |
| 3M | +30.2% | +20.3% | +9.9% | +17.9% |
| 6M | +37.2% | +47.4% | -10.2% | +11.8% |
| YTD | -7.3% | +32.5% | -39.9% | -20.3% |
| 1Y | +40.0% | +9.5% | +30.5% | +31.3% |
| 3Y | -4.4% | +15.5% | -19.9% | -16.8% |
| 5Y | -76.0% | -71.2% | -4.8% | -69.5% |
| All | -77.6% | -56.8% | -20.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling