-78.0%
PATH vs SLB
+161.7%
-239.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | +0.8% | -17.1% | -16.5% |
| 30D | +9.9% | +15.8% | -5.9% | +6.8% |
| 3M | +30.2% | -0.3% | +30.5% | +29.9% |
| 6M | +37.2% | +21.3% | +15.9% | +31.0% |
| YTD | -7.3% | +52.3% | -59.6% | -16.3% |
| 1Y | +40.0% | +63.6% | -23.6% | +24.3% |
| 3Y | -4.4% | +3.8% | -8.2% | -9.2% |
| 5Y | -76.0% | +128.6% | -204.7% | -79.1% |
| All | -78.0% | +161.7% | -239.7% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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