-80.8%
PATH vs VICR
+94.3%
-175.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.9% |
| 7D | +2.1% | +8.3% | -6.2% | +0.5% |
| 30D | +1.6% | -35.2% | +36.8% | +8.4% |
| 3M | -20.4% | -29.8% | +9.4% | -18.0% |
| 6M | +40.1% | -48.6% | +88.7% | +47.8% |
| YTD | -19.0% | +45.1% | -64.2% | -38.4% |
| 1Y | -5.8% | +79.6% | -85.4% | -32.4% |
| 3Y | -22.9% | +335.4% | -358.3% | -62.4% |
| 5Y | -75.3% | -1.0% | -74.3% | -82.9% |
| All | -80.8% | +94.3% | -175.1% | -90.1% |
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