-21.8%
PATH vs BAX
-20.4%
-1.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.0% |
| 7D | -5.6% | +9.1% | -14.7% | -7.4% |
| 30D | -0.7% | +5.3% | -6.0% | -1.8% |
| 3M | -5.9% | -6.1% | +0.2% | -4.7% |
| 6M | +21.6% | +53.3% | -31.7% | +11.4% |
| YTD | -20.6% | +34.4% | -55.0% | -26.3% |
| 1Y | -10.6% | +43.2% | -53.8% | -18.6% |
| All | -21.8% | -20.4% | -1.4% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling