-81.2%
PATH vs BDX
+20.0%
-101.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.7% |
| 7D | -2.7% | +8.4% | -11.1% | -5.3% |
| 30D | -3.7% | +17.1% | -20.9% | -8.6% |
| 3M | -13.8% | +22.4% | -36.2% | -19.2% |
| 6M | +20.3% | +45.9% | -25.6% | +6.6% |
| YTD | -20.8% | +43.8% | -64.6% | -30.3% |
| 1Y | -9.2% | +57.8% | -67.0% | -22.7% |
| 3Y | -21.8% | +25.4% | -47.1% | -28.4% |
| 5Y | -77.4% | +26.0% | -103.4% | -78.4% |
| All | -81.2% | +20.0% | -101.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling