-81.1%
PATH vs XYZ
-65.4%
-15.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -1.4% |
| 7D | -5.6% | +9.2% | -14.8% | -10.8% |
| 30D | -0.7% | +9.8% | -10.5% | -6.6% |
| 3M | -5.9% | -0.2% | -5.7% | -6.7% |
| 6M | +21.6% | +18.0% | +3.6% | +9.5% |
| YTD | -20.6% | +29.1% | -49.7% | -33.2% |
| 1Y | -10.6% | +14.1% | -24.7% | -20.0% |
| 3Y | -24.9% | +72.6% | -97.5% | -53.4% |
| 5Y | -76.8% | -64.6% | -12.2% | -66.1% |
| All | -81.1% | -65.4% | -15.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling