-75.7%
PATH vs VRSK
-6.0%
-69.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -15.1% |
| 7D | -16.3% | -3.1% | -13.2% | -14.5% |
| 30D | +9.9% | -1.6% | +11.5% | +11.1% |
| 3M | +30.2% | +3.5% | +26.7% | +27.2% |
| 6M | +37.2% | -13.4% | +50.6% | +48.2% |
| YTD | -7.3% | -16.5% | +9.2% | +2.1% |
| 1Y | +40.0% | -30.6% | +70.6% | +72.3% |
| 3Y | -4.4% | -21.9% | +17.5% | -0.7% |
| All | -75.7% | -6.0% | -69.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling