-32.1%
BE vs PATH
+24.2%
-56.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -5.3% |
| 7D | -12.1% | -4.8% | -7.3% | -13.6% |
| 30D | -30.1% | +2.7% | -32.7% | -29.3% |
| 3M | -12.1% | -4.2% | -8.0% | -11.3% |
| All | -32.1% | +24.2% | -56.3% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling