+37.2%
PATH vs VRSK
-12.4%
+49.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -14.6% |
| 7D | -16.3% | -3.1% | -13.2% | -13.9% |
| 30D | +9.9% | -1.6% | +11.5% | +11.4% |
| 3M | +30.2% | +3.5% | +26.7% | +25.4% |
| 6M | +37.2% | -13.4% | +50.6% | +53.9% |
| All | +37.2% | -12.4% | +49.6% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling