-2.5%
PFE vs PATH
-3.6%
+1.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.6% | +15.4% | -0.6% |
| 7D | +1.8% | -16.3% | +18.1% | +2.4% |
| 30D | +10.2% | +9.9% | +0.3% | +9.8% |
| 3M | +12.7% | +30.2% | -17.5% | +11.4% |
| 6M | +10.5% | +37.2% | -26.7% | +8.9% |
| YTD | +20.2% | -7.3% | +27.5% | +19.9% |
| 1Y | +24.1% | +40.0% | -15.9% | +21.1% |
| All | -2.5% | -3.6% | +1.1% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling