-81.0%
PATH vs XYZ
-64.7%
-16.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.3% |
| 7D | -2.7% | -2.2% | -0.6% | -1.6% |
| 30D | -1.4% | +11.6% | -12.9% | -8.1% |
| 3M | -16.4% | +8.4% | -24.8% | -20.9% |
| 6M | +23.3% | +17.2% | +6.1% | +11.6% |
| YTD | -19.8% | +31.7% | -51.5% | -33.3% |
| 1Y | -8.6% | +30.1% | -38.6% | -23.9% |
| 3Y | -24.0% | +66.4% | -90.5% | -51.7% |
| 5Y | -77.1% | -62.2% | -15.0% | -67.7% |
| All | -81.0% | -64.7% | -16.2% | -72.0% |
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