-21.8%
PATH vs TEVA
+374.5%
-396.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -5.3% | +1.2% | -6.6% | -5.5% |
| 30D | -0.5% | +8.8% | -9.3% | -1.8% |
| 3M | -7.1% | +22.4% | -29.6% | -10.0% |
| 6M | +23.8% | +17.3% | +6.6% | +20.4% |
| YTD | -20.7% | +36.5% | -57.2% | -25.1% |
| 1Y | -8.1% | +74.2% | -82.3% | -16.7% |
| 3Y | -21.8% | +370.8% | -392.7% | -35.9% |
| All | -21.8% | +374.5% | -396.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling