-80.4%
PATH vs VLO
+546.2%
-626.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.6% | +4.1% |
| 7D | -4.8% | -6.0% | +1.2% | -3.6% |
| 30D | +2.7% | -12.9% | +15.5% | +5.4% |
| 3M | -4.2% | +18.3% | -22.5% | -8.7% |
| 6M | +24.7% | +46.4% | -21.7% | +12.8% |
| YTD | -17.6% | +127.7% | -145.3% | -33.3% |
| 1Y | -5.3% | +120.6% | -125.9% | -22.8% |
| 3Y | -22.0% | +213.8% | -235.8% | -41.8% |
| 5Y | -76.5% | +458.6% | -535.1% | -83.7% |
| All | -80.4% | +546.2% | -626.6% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling