-75.7%
PATH vs STM
+20.8%
-96.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -17.4% |
| 7D | -16.3% | +5.8% | -22.1% | -18.5% |
| 30D | +9.9% | -1.0% | +10.9% | +10.1% |
| 3M | +30.2% | -33.3% | +63.4% | +49.4% |
| 6M | +37.2% | +57.4% | -20.1% | -5.4% |
| YTD | -7.3% | +102.2% | -109.5% | -45.9% |
| 1Y | +40.0% | +99.6% | -59.6% | -18.8% |
| 3Y | -4.4% | +14.5% | -18.9% | -25.0% |
| All | -75.7% | +20.8% | -96.5% | -82.8% |
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