-21.8%
PATH vs BAX
-19.9%
-1.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.3% | +12.1% | -17.4% | -7.7% |
| 30D | -0.5% | +7.6% | -8.1% | -2.1% |
| 3M | -7.1% | -4.5% | -2.7% | -6.3% |
| 6M | +23.8% | +52.0% | -28.2% | +13.6% |
| YTD | -20.7% | +35.1% | -55.8% | -26.4% |
| 1Y | -8.1% | +43.7% | -51.8% | -16.4% |
| 3Y | -21.8% | -20.9% | -0.9% | -25.9% |
| All | -21.8% | -19.9% | -1.9% | -25.9% |
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