-21.8%
PATH vs VICR
+325.1%
-346.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -1.2% |
| 7D | -2.7% | -6.5% | +3.9% | -2.4% |
| 30D | -3.7% | -38.5% | +34.8% | -0.1% |
| 3M | -13.8% | -26.1% | +12.3% | -12.8% |
| 6M | +20.3% | -36.2% | +56.5% | +19.7% |
| YTD | -20.8% | +49.2% | -70.0% | -36.0% |
| 1Y | -9.2% | +87.0% | -96.2% | -30.3% |
| 3Y | -21.8% | +350.4% | -372.2% | -63.0% |
| All | -21.8% | +325.1% | -346.9% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling