-78.0%
PATH vs XYZ
-66.0%
-12.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.2% |
| 7D | -16.3% | -1.0% | -15.3% | -16.0% |
| 30D | +9.9% | -1.7% | +11.6% | +10.8% |
| 3M | +30.2% | +16.7% | +13.4% | +19.1% |
| 6M | +37.2% | +26.9% | +10.4% | +19.0% |
| YTD | -7.3% | +27.1% | -34.5% | -20.6% |
| 1Y | +40.0% | +9.3% | +30.7% | +29.4% |
| 3Y | -4.4% | +42.3% | -46.7% | -33.1% |
| 5Y | -76.0% | -69.3% | -6.7% | -62.0% |
| All | -78.0% | -66.0% | -12.0% | -66.7% |
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 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