-21.8%
PATH vs VRSK
-9.3%
-12.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | -5.3% | +4.2% | -9.5% | -6.9% |
| 30D | -0.5% | +21.3% | -21.8% | -7.8% |
| 3M | -7.1% | +8.1% | -15.3% | -10.1% |
| 6M | +23.8% | +20.3% | +3.5% | +16.5% |
| YTD | -20.7% | -7.8% | -12.9% | -22.1% |
| 1Y | -8.1% | -2.9% | -5.1% | -10.4% |
| 3Y | -21.8% | -9.4% | -12.4% | -25.7% |
| All | -21.8% | -9.3% | -12.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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