-77.4%
PATH vs SONY
+11.8%
-89.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.7% | +6.1% | -8.8% | -6.9% |
| 30D | -3.7% | +12.2% | -15.9% | -11.6% |
| 3M | -13.8% | +15.3% | -29.1% | -22.2% |
| 6M | +20.3% | +34.3% | -14.0% | -3.1% |
| YTD | -20.8% | +5.7% | -26.5% | -25.0% |
| 1Y | -9.2% | -2.3% | -6.9% | -9.3% |
| 3Y | -21.8% | +67.1% | -88.9% | -55.0% |
| 5Y | -77.4% | +13.0% | -90.4% | -82.2% |
| All | -77.4% | +11.8% | -89.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling