-78.0%
PATH vs SHAK
-35.4%
-42.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.7% |
| 7D | -16.3% | -0.7% | -15.6% | -16.1% |
| 30D | +9.9% | -6.6% | +16.5% | +12.6% |
| 3M | +30.2% | +30.1% | +0.1% | +15.5% |
| 6M | +37.2% | -28.7% | +66.0% | +48.4% |
| YTD | -7.3% | -14.5% | +7.2% | -8.4% |
| 1Y | +40.0% | -31.9% | +71.9% | +51.5% |
| 3Y | -4.4% | -1.0% | -3.4% | -25.9% |
| 5Y | -76.0% | -18.7% | -57.3% | -82.0% |
| All | -78.0% | -35.4% | -42.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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