-22.9%
PATH vs VRSK
-10.6%
-12.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +2.1% | +1.6% | +0.5% | +1.5% |
| 30D | +1.6% | +15.1% | -13.5% | -3.8% |
| 3M | -20.4% | +12.1% | -32.5% | -23.8% |
| 6M | +40.1% | +29.4% | +10.7% | +29.6% |
| YTD | -19.0% | -6.4% | -12.7% | -21.0% |
| 1Y | -5.8% | -3.6% | -2.2% | -8.5% |
| 3Y | -22.9% | -10.9% | -12.0% | -26.1% |
| All | -22.9% | -10.6% | -12.3% | -26.1% |
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