-76.8%
PATH vs BB
-23.9%
-52.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -1.7% |
| 7D | -5.6% | -8.9% | +3.3% | -1.8% |
| 30D | -0.7% | -12.6% | +11.9% | +4.3% |
| 3M | -5.9% | -4.1% | -1.7% | -6.2% |
| 6M | +21.6% | +49.5% | -27.9% | -9.6% |
| YTD | -20.6% | +120.8% | -141.5% | -52.9% |
| 1Y | -10.6% | +76.2% | -86.8% | -40.7% |
| 3Y | -24.9% | +123.8% | -148.7% | -61.6% |
| 5Y | -76.8% | -24.3% | -52.6% | -75.2% |
| All | -76.8% | -23.9% | -52.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling