-81.0%
PATH vs SONY
+26.6%
-107.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.0% |
| 7D | -2.7% | +2.1% | -4.8% | -4.5% |
| 30D | -1.4% | +9.2% | -10.5% | -7.5% |
| 3M | -16.4% | +12.2% | -28.6% | -22.9% |
| 6M | +23.3% | +24.4% | -1.2% | +5.5% |
| YTD | -19.8% | +3.5% | -23.3% | -22.9% |
| 1Y | -8.6% | -9.2% | +0.6% | -3.8% |
| 3Y | -24.0% | +55.6% | -79.6% | -51.5% |
| 5Y | -77.1% | +12.0% | -89.1% | -81.6% |
| All | -81.0% | +26.6% | -107.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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