-81.0%
PATH vs SHEL
+217.8%
-298.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.7% | -1.6% | +2.2% | +1.0% |
| 30D | -1.1% | -4.3% | +3.2% | -0.3% |
| 3M | -14.2% | +10.4% | -24.5% | -16.3% |
| 6M | +30.9% | +17.5% | +13.3% | +25.3% |
| YTD | -20.1% | +37.8% | -57.9% | -27.1% |
| 1Y | -8.1% | +33.8% | -41.9% | -15.5% |
| 3Y | -24.3% | +69.1% | -93.4% | -35.5% |
| 5Y | -75.6% | +165.7% | -241.3% | -81.1% |
| All | -81.0% | +217.8% | -298.8% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling