-75.6%
PATH vs BG
+21.6%
-97.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | -1.1% | -7.0% | +5.9% | -0.7% |
| 3M | -14.2% | -10.0% | -4.2% | -13.7% |
| 6M | +30.9% | -19.8% | +50.7% | +32.7% |
| YTD | -20.1% | +14.3% | -34.3% | -22.1% |
| 1Y | -8.1% | +6.5% | -14.6% | -9.7% |
| 3Y | -24.3% | +4.4% | -28.6% | -26.0% |
| 5Y | -75.6% | +20.2% | -95.8% | -78.2% |
| All | -75.6% | +21.6% | -97.2% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling