+67.6%
SPY vs PATH
-76.8%
+144.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.7% | -5.3% | +2.6% | -2.0% |
| 30D | -5.4% | -0.5% | -4.9% | -5.4% |
| 3M | -4.1% | -7.1% | +3.1% | -3.8% |
| 6M | +0.7% | +23.8% | -23.1% | -3.4% |
| YTD | +8.7% | -20.7% | +29.4% | +10.0% |
| 1Y | +10.9% | -8.1% | +18.9% | +9.1% |
| 3Y | +75.0% | -21.8% | +96.8% | +67.2% |
| All | +67.6% | -76.8% | +144.4% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling