-78.0%
PATH vs USB
+42.0%
-120.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.5% |
| 7D | -16.3% | +1.4% | -17.7% | -17.0% |
| 30D | +9.9% | -1.3% | +11.2% | +10.6% |
| 3M | +30.2% | +15.2% | +14.9% | +19.2% |
| 6M | +37.2% | +18.8% | +18.4% | +22.4% |
| YTD | -7.3% | +21.0% | -28.3% | -18.3% |
| 1Y | +40.0% | +34.0% | +6.0% | +15.9% |
| 3Y | -4.4% | +95.3% | -99.7% | -37.5% |
| 5Y | -76.0% | +40.4% | -116.4% | -81.1% |
| All | -78.0% | +42.0% | -120.0% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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