-81.0%
PATH vs BAX
-67.4%
-13.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -1.1% | +3.4% | -4.5% | -2.0% |
| 3M | -14.2% | -4.5% | -9.7% | -13.4% |
| 6M | +30.9% | +44.0% | -13.1% | +20.1% |
| YTD | -20.1% | +34.9% | -55.0% | -26.5% |
| 1Y | -8.1% | +37.9% | -46.0% | -16.2% |
| 3Y | -24.3% | -17.1% | -7.2% | -22.6% |
| 5Y | -75.6% | -64.3% | -11.3% | -70.4% |
| All | -81.0% | -67.4% | -13.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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