-81.2%
PATH vs XYZ
-64.8%
-16.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | -5.3% | +12.1% | -17.5% | -11.9% |
| 30D | -0.5% | +12.4% | -12.9% | -7.7% |
| 3M | -7.1% | +8.2% | -15.3% | -11.9% |
| 6M | +23.8% | +20.7% | +3.1% | +10.1% |
| YTD | -20.7% | +31.3% | -52.0% | -33.9% |
| 1Y | -8.1% | +20.5% | -28.6% | -20.3% |
| 3Y | -21.8% | +72.6% | -94.4% | -51.4% |
| 5Y | -76.8% | -64.0% | -12.9% | -66.4% |
| All | -81.2% | -64.8% | -16.3% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling