+608.7%
PLTR vs PATH
-80.2%
+688.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -12.9% | -5.3% | -7.6% | -10.5% |
| 30D | -17.4% | -0.5% | -16.8% | -17.1% |
| 3M | +2.9% | -7.1% | +10.0% | +5.3% |
| 6M | +19.9% | +23.8% | -3.9% | +6.7% |
| YTD | -9.8% | -20.7% | +10.9% | -2.7% |
| 1Y | -8.4% | -8.1% | -0.3% | -10.3% |
| 3Y | +765.0% | -21.8% | +786.9% | +682.0% |
| 5Y | +516.8% | -76.8% | +593.7% | +749.5% |
| All | +608.7% | -80.2% | +688.9% | +897.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling