-81.2%
PATH vs VLO
+531.0%
-612.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.8% |
| 7D | -2.7% | -6.5% | +3.8% | -1.4% |
| 30D | -3.7% | -17.8% | +14.0% | +0.1% |
| 3M | -13.8% | +19.6% | -33.3% | -18.0% |
| 6M | +20.3% | +49.3% | -29.0% | +8.3% |
| YTD | -20.8% | +122.4% | -143.2% | -35.6% |
| 1Y | -9.2% | +107.4% | -116.7% | -24.9% |
| 3Y | -21.8% | +223.1% | -244.8% | -41.7% |
| 5Y | -77.4% | +432.2% | -509.6% | -84.1% |
| All | -81.2% | +531.0% | -612.2% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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