-78.0%
PATH vs BBY
-3.8%
-74.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.2% | -19.8% | -18.0% |
| 7D | -16.3% | +9.5% | -25.8% | -20.1% |
| 30D | +9.9% | +6.8% | +3.1% | +5.6% |
| 3M | +30.2% | +28.9% | +1.3% | +14.4% |
| 6M | +37.2% | +37.8% | -0.6% | +15.4% |
| YTD | -7.3% | +38.7% | -46.1% | -22.8% |
| 1Y | +40.0% | +23.7% | +16.3% | +22.5% |
| 3Y | -4.4% | +39.1% | -43.5% | -30.0% |
| 5Y | -76.0% | -0.4% | -75.6% | -80.0% |
| All | -78.0% | -3.8% | -74.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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