-75.2%
PATH vs YUM
+40.9%
-116.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +1.6% | +10.0% | -8.4% | -3.4% |
| 3M | -20.4% | +7.5% | -27.9% | -23.6% |
| 6M | +40.1% | +8.8% | +31.3% | +32.4% |
| YTD | -19.0% | +8.2% | -27.2% | -25.0% |
| 1Y | -5.8% | +9.8% | -15.7% | -14.3% |
| 3Y | -22.9% | +36.4% | -59.4% | -48.7% |
| All | -75.2% | +40.9% | -116.1% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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