-75.2%
PATH vs SHEL
+164.9%
-240.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.6% | -3.6% | +5.2% | +2.4% |
| 3M | -20.4% | +12.0% | -32.5% | -22.9% |
| 6M | +40.1% | +19.7% | +20.4% | +33.0% |
| YTD | -19.0% | +39.6% | -58.7% | -27.1% |
| 1Y | -5.8% | +36.4% | -42.3% | -14.6% |
| 3Y | -22.9% | +70.2% | -93.1% | -35.7% |
| All | -75.2% | +164.9% | -240.2% | -81.7% |
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