-26.8%
PATH vs USAR
-19.0%
-7.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.7% | +3.3% |
| 7D | -4.8% | -21.8% | +17.0% | -3.3% |
| 30D | +2.7% | -39.9% | +42.6% | +6.0% |
| 3M | -4.2% | -52.5% | +48.3% | +0.4% |
| 6M | +24.7% | -67.9% | +92.7% | +33.1% |
| YTD | -17.6% | -31.1% | +13.5% | -16.8% |
| 1Y | -5.3% | -49.8% | +44.5% | -3.2% |
| 3Y | -22.0% | -19.9% | -2.1% | -31.9% |
| All | -26.8% | -19.0% | -7.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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