-75.7%
PATH vs SLB
+132.5%
-208.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | +30.2% | -0.3% | +30.5% | +29.9% |
| 6M | +37.2% | +21.3% | +15.9% | +30.3% |
| YTD | -7.3% | +52.3% | -59.6% | -17.3% |
| 1Y | +40.0% | +63.6% | -23.6% | +22.6% |
| 3Y | -4.4% | +3.8% | -8.2% | -9.5% |
| All | -75.7% | +132.5% | -208.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling