+26.6%
PFE vs PATH
-10.2%
+36.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.7% | -5.3% | +1.6% | -3.5% |
| 30D | +5.0% | -0.5% | +5.5% | +5.0% |
| 3M | +12.2% | -7.1% | +19.3% | +12.5% |
| 6M | +14.6% | +23.8% | -9.2% | +13.8% |
| YTD | +24.1% | -20.7% | +44.8% | +24.7% |
| 1Y | +26.6% | -8.1% | +34.6% | +25.4% |
| All | +26.6% | -10.2% | +36.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling