-81.4%
PATH vs VICR
+97.5%
-178.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -2.3% | -9.7% | +7.4% | -1.0% |
| 30D | -4.8% | -39.2% | +34.4% | +2.7% |
| 3M | -17.7% | -22.6% | +4.9% | -16.9% |
| 6M | +18.9% | -37.0% | +55.9% | +18.7% |
| YTD | -21.7% | +47.5% | -69.2% | -40.6% |
| 1Y | -9.6% | +75.0% | -84.6% | -34.6% |
| 3Y | -25.8% | +343.0% | -368.8% | -63.9% |
| 5Y | -77.1% | +3.9% | -81.0% | -84.4% |
| All | -81.4% | +97.5% | -178.9% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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