-6.1%
PATH vs SO
+45.7%
-51.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.8% |
| 7D | -16.3% | -0.2% | -16.1% | -16.4% |
| 30D | +9.9% | -4.6% | +14.5% | +8.5% |
| 3M | +30.2% | -3.0% | +33.2% | +29.2% |
| 6M | +37.2% | -8.3% | +45.5% | +35.5% |
| YTD | -7.3% | +3.5% | -10.8% | -7.1% |
| 1Y | +40.0% | -0.9% | +40.9% | +40.2% |
| All | -6.1% | +45.7% | -51.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling