-78.0%
PATH vs TEVA
+260.4%
-338.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.4% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | +9.9% | +4.7% | +5.2% | +8.5% |
| 3M | +30.2% | +5.6% | +24.6% | +27.7% |
| 6M | +37.2% | +10.5% | +26.7% | +31.8% |
| YTD | -7.3% | +16.5% | -23.8% | -12.5% |
| 1Y | +40.0% | +96.8% | -56.8% | +12.8% |
| 3Y | -4.4% | +269.5% | -273.9% | -42.2% |
| 5Y | -76.0% | +283.5% | -359.6% | -86.6% |
| All | -78.0% | +260.4% | -338.3% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling