-6.1%
PATH vs SONY
+46.9%
-53.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -16.0% |
| 7D | -16.3% | -1.2% | -15.1% | -15.8% |
| 30D | +9.9% | +9.4% | +0.5% | +6.1% |
| 3M | +30.2% | +10.5% | +19.7% | +24.9% |
| 6M | +37.2% | +11.7% | +25.5% | +30.5% |
| YTD | -7.3% | -4.1% | -3.3% | -6.3% |
| 1Y | +40.0% | -11.8% | +51.8% | +46.9% |
| All | -6.1% | +46.9% | -53.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling