-80.4%
PATH vs SHEL
+228.5%
-308.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.4% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | +2.7% | +5.5% | -2.9% | +1.3% |
| 3M | -4.2% | +14.4% | -18.6% | -7.4% |
| 6M | +24.7% | +16.2% | +8.6% | +19.9% |
| YTD | -17.6% | +42.4% | -60.0% | -25.4% |
| 1Y | -5.3% | +43.3% | -48.6% | -14.5% |
| 3Y | -22.0% | +73.3% | -95.3% | -34.0% |
| 5Y | -76.5% | +173.2% | -249.7% | -81.9% |
| All | -80.4% | +228.5% | -308.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling