-5.8%
PATH vs BG
+8.3%
-14.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.6% |
| 7D | +2.1% | +2.6% | -0.5% | +2.6% |
| 30D | +1.6% | -6.7% | +8.3% | -0.1% |
| 3M | -20.4% | -9.3% | -11.2% | -21.8% |
| 6M | +40.1% | -18.3% | +58.5% | +34.7% |
| YTD | -19.0% | +16.2% | -35.2% | -5.1% |
| 1Y | -5.8% | +7.6% | -13.4% | +8.8% |
| All | -5.8% | +8.3% | -14.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling