-76.8%
PATH vs STM
-17.8%
-59.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.4% | +8.7% | +1.2% |
| 7D | -5.6% | -20.1% | +14.5% | +2.6% |
| 30D | -0.7% | -32.0% | +31.3% | +14.5% |
| 3M | -5.9% | -24.2% | +18.3% | +2.8% |
| 6M | +21.6% | -29.9% | +51.5% | +26.5% |
| YTD | -20.6% | +54.9% | -75.5% | -49.5% |
| 1Y | -10.6% | +68.0% | -78.6% | -46.0% |
| 3Y | -24.9% | -0.1% | -24.7% | -42.4% |
| 5Y | -76.8% | -17.9% | -58.9% | -81.1% |
| All | -76.8% | -17.8% | -59.1% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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