-80.3%
PATH vs TEVA
+265.2%
-345.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | -24.6% | -1.7% | -22.9% | -24.2% |
| 30D | -13.0% | +2.0% | -14.9% | -13.5% |
| 3M | +26.2% | +7.0% | +19.3% | +23.5% |
| 6M | +13.4% | +17.0% | -3.6% | +7.2% |
| YTD | -17.2% | +18.1% | -35.3% | -22.1% |
| 1Y | +14.0% | +87.2% | -73.2% | -6.8% |
| 3Y | -26.6% | +283.1% | -309.6% | -56.1% |
| 5Y | -75.1% | +298.4% | -373.4% | -86.3% |
| All | -80.3% | +265.2% | -345.5% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling