-75.7%
PATH vs SE
-68.6%
-7.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.3% |
| 7D | -16.3% | -6.1% | -10.2% | -14.1% |
| 30D | +9.9% | -2.5% | +12.4% | +10.0% |
| 3M | +30.2% | +21.7% | +8.4% | +18.2% |
| 6M | +37.2% | +27.0% | +10.2% | +20.4% |
| YTD | -7.3% | -12.1% | +4.8% | -5.6% |
| 1Y | +40.0% | -40.9% | +80.9% | +68.4% |
| 3Y | -4.4% | +191.0% | -195.4% | -51.0% |
| All | -75.7% | -68.6% | -7.0% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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