-80.4%
PATH vs SE
-65.2%
-15.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.0% |
| 7D | -4.8% | +6.7% | -11.5% | -7.5% |
| 30D | +2.7% | -17.2% | +19.9% | +10.5% |
| 3M | -4.2% | -28.0% | +23.9% | +8.2% |
| 6M | +24.7% | -6.1% | +30.9% | +23.8% |
| YTD | -17.6% | -37.1% | +19.6% | -3.9% |
| 1Y | -5.3% | -48.8% | +43.4% | +20.1% |
| 3Y | -22.0% | +79.0% | -101.0% | -50.4% |
| 5Y | -76.5% | -77.5% | +1.0% | -63.1% |
| All | -80.4% | -65.2% | -15.2% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling