-77.4%
PATH vs XYZ
-62.9%
-14.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -2.2% |
| 7D | -2.7% | +14.9% | -17.6% | -10.8% |
| 30D | -3.7% | +14.7% | -18.4% | -11.7% |
| 3M | -13.8% | +12.1% | -25.9% | -19.9% |
| 6M | +20.3% | +18.3% | +2.0% | +8.3% |
| YTD | -20.8% | +36.1% | -56.9% | -35.4% |
| 1Y | -9.2% | +35.3% | -44.5% | -26.3% |
| 3Y | -21.8% | +73.5% | -95.2% | -51.8% |
| 5Y | -77.4% | -61.6% | -15.8% | -63.7% |
| All | -77.4% | -62.9% | -14.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling