-81.2%
PATH vs SO
+70.9%
-152.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.2% |
| 7D | -5.3% | -1.5% | -3.9% | -5.4% |
| 30D | -0.5% | +8.1% | -8.6% | +0.2% |
| 3M | -7.1% | +0.2% | -7.4% | -7.1% |
| 6M | +23.8% | +0.4% | +23.4% | +24.0% |
| YTD | -20.7% | +8.5% | -29.2% | -20.6% |
| 1Y | -8.1% | +4.9% | -13.0% | -7.8% |
| 3Y | -21.8% | +47.9% | -69.7% | -25.5% |
| 5Y | -76.8% | +75.7% | -152.5% | -76.1% |
| All | -81.2% | +70.9% | -152.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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