-77.0%
PATH vs SRE
+43.0%
-120.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -5.3% | -9.2% | +3.9% | -3.4% |
| 30D | -0.5% | -1.9% | +1.4% | -0.2% |
| 3M | -7.1% | -6.5% | -0.6% | -6.1% |
| 6M | +23.8% | -15.2% | +39.1% | +27.6% |
| YTD | -20.7% | -9.5% | -11.2% | -20.8% |
| 1Y | -8.1% | -13.2% | +5.1% | -6.8% |
| 3Y | -21.8% | +19.5% | -41.3% | -32.6% |
| All | -77.0% | +43.0% | -120.0% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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