-5.8%
PATH vs SONY
-9.8%
+3.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.6% | +11.1% | -9.5% | -2.6% |
| 3M | -20.4% | +14.7% | -35.1% | -24.3% |
| 6M | +40.1% | +18.8% | +21.3% | +28.8% |
| YTD | -19.0% | +5.7% | -24.8% | -24.1% |
| 1Y | -5.8% | -8.1% | +2.2% | -5.5% |
| All | -5.8% | -9.8% | +3.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling