-78.0%
PATH vs BAX
-67.3%
-10.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -16.9% |
| 7D | -16.3% | -1.1% | -15.2% | -16.1% |
| 30D | +9.9% | -5.5% | +15.4% | +11.3% |
| 3M | +30.2% | +33.5% | -3.4% | +21.8% |
| 6M | +37.2% | +35.9% | +1.4% | +27.2% |
| YTD | -7.3% | +35.4% | -42.7% | -14.8% |
| 1Y | +40.0% | +9.8% | +30.2% | +35.1% |
| 3Y | -4.4% | -32.7% | +28.3% | +3.0% |
| 5Y | -76.0% | -65.6% | -10.5% | -71.3% |
| All | -78.0% | -67.3% | -10.7% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling