-8.6%
PATH vs BG
+8.4%
-17.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | +0.2% |
| 7D | -2.7% | +7.4% | -10.1% | -1.4% |
| 30D | -3.7% | -1.5% | -2.2% | -4.1% |
| 3M | -13.8% | -6.1% | -7.7% | -14.6% |
| 6M | +20.3% | -18.0% | +38.3% | +16.0% |
| YTD | -20.8% | +15.6% | -36.5% | -7.7% |
| All | -8.6% | +8.4% | -17.0% | +6.1% |
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