-78.0%
PATH vs VICR
+130.4%
-208.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.5% | -22.1% | -17.7% |
| 7D | -16.3% | +0.4% | -16.7% | -16.6% |
| 30D | +9.9% | -13.9% | +23.8% | +12.3% |
| 3M | +30.2% | -38.4% | +68.6% | +38.7% |
| 6M | +37.2% | -7.2% | +44.4% | +25.9% |
| YTD | -7.3% | +72.0% | -79.4% | -29.5% |
| 1Y | +40.0% | +263.3% | -223.3% | -16.1% |
| 3Y | -4.4% | +173.3% | -177.7% | -43.8% |
| 5Y | -76.0% | +47.3% | -123.3% | -84.9% |
| All | -78.0% | +130.4% | -208.3% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling