-77.0%
PATH vs SHEL
+159.8%
-236.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -5.3% | -8.8% | +3.5% | -3.3% |
| 30D | -0.5% | +2.3% | -2.8% | -1.2% |
| 3M | -7.1% | +11.6% | -18.7% | -10.0% |
| 6M | +23.8% | +15.7% | +8.1% | +18.5% |
| YTD | -20.7% | +38.6% | -59.2% | -28.5% |
| 1Y | -8.1% | +38.5% | -46.5% | -17.1% |
| 3Y | -21.8% | +66.9% | -88.7% | -34.5% |
| All | -77.0% | +159.8% | -236.8% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling