-80.4%
PATH vs BBWI
-47.6%
-32.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | -4.8% | +8.8% | -13.6% | -7.6% |
| 30D | +2.7% | +34.8% | -32.2% | -7.7% |
| 3M | -4.2% | +12.9% | -17.1% | -9.6% |
| 6M | +24.7% | +29.6% | -4.8% | +10.0% |
| YTD | -17.6% | +20.8% | -38.3% | -27.2% |
| 1Y | -5.3% | +4.1% | -9.4% | -12.7% |
| 3Y | -22.0% | -21.0% | -1.0% | -27.5% |
| 5Y | -76.5% | -64.8% | -11.7% | -71.2% |
| All | -80.4% | -47.6% | -32.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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