-21.8%
PATH vs SHEL
+65.5%
-87.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -5.3% | -8.8% | +3.5% | -4.2% |
| 30D | -0.5% | +2.3% | -2.8% | -1.0% |
| 3M | -7.1% | +11.6% | -18.7% | -9.0% |
| 6M | +23.8% | +15.7% | +8.1% | +20.4% |
| YTD | -20.7% | +38.6% | -59.2% | -26.8% |
| 1Y | -8.1% | +38.5% | -46.5% | -15.2% |
| 3Y | -21.8% | +66.9% | -88.7% | -34.5% |
| All | -21.8% | +65.5% | -87.4% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling