-75.7%
PATH vs SONY
+16.3%
-92.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -15.5% |
| 7D | -16.3% | -1.2% | -15.1% | -15.5% |
| 30D | +9.9% | +9.4% | +0.5% | +3.3% |
| 3M | +30.2% | +10.5% | +19.7% | +21.3% |
| 6M | +37.2% | +11.7% | +25.5% | +25.0% |
| YTD | -7.3% | -4.1% | -3.3% | -5.8% |
| 1Y | +40.0% | -11.8% | +51.8% | +50.7% |
| 3Y | -4.4% | +45.9% | -50.3% | -37.9% |
| All | -75.7% | +16.3% | -92.0% | -80.2% |
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