-81.1%
PATH vs VICR
+65.1%
-146.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.1% | +11.4% | -0.9% |
| 7D | -5.6% | -34.6% | +29.0% | +1.6% |
| 30D | -0.7% | -54.9% | +54.2% | +13.4% |
| 3M | -5.9% | -38.3% | +32.5% | -0.7% |
| 6M | +21.6% | -49.2% | +70.8% | +26.5% |
| YTD | -20.6% | +23.3% | -43.9% | -37.6% |
| 1Y | -10.6% | +42.4% | -53.0% | -32.6% |
| 3Y | -24.9% | +244.9% | -269.8% | -61.3% |
| 5Y | -76.8% | -12.9% | -63.9% | -83.7% |
| All | -81.1% | +65.1% | -146.2% | -89.9% |
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