-81.2%
PATH vs BG
+44.6%
-125.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.7% | +7.4% | -10.1% | -3.2% |
| 30D | -3.7% | -1.5% | -2.2% | -3.6% |
| 3M | -13.8% | -6.1% | -7.7% | -13.5% |
| 6M | +20.3% | -18.0% | +38.3% | +22.0% |
| YTD | -20.8% | +15.6% | -36.5% | -23.1% |
| 1Y | -9.2% | +9.6% | -18.8% | -11.3% |
| 3Y | -21.8% | +6.3% | -28.0% | -23.8% |
| 5Y | -77.4% | +24.6% | -102.0% | -79.4% |
| All | -81.2% | +44.6% | -125.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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