-80.4%
PATH vs SO
+72.4%
-152.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.8% |
| 7D | -4.8% | +1.7% | -6.5% | -4.6% |
| 30D | +2.7% | +11.1% | -8.5% | +3.6% |
| 3M | -4.2% | +0.7% | -4.9% | -4.1% |
| 6M | +24.7% | -1.4% | +26.1% | +24.9% |
| YTD | -17.6% | +9.4% | -27.0% | -17.4% |
| 1Y | -5.3% | +3.7% | -9.1% | -4.9% |
| 3Y | -22.0% | +46.7% | -68.7% | -25.4% |
| 5Y | -76.5% | +78.9% | -155.4% | -75.6% |
| All | -80.4% | +72.4% | -152.8% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling