+24.7%
PATH vs BAX
+54.2%
-29.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +1.9% |
| 7D | -4.8% | +4.1% | -8.9% | -5.6% |
| 30D | +2.7% | +9.4% | -6.8% | +0.5% |
| 3M | -4.2% | -6.5% | +2.3% | -2.6% |
| 6M | +24.7% | +59.6% | -34.8% | +28.4% |
| All | +24.7% | +54.2% | -29.5% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling