+21.6%
PATH vs BG
-22.0%
+43.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.6% |
| 7D | -5.6% | +2.6% | -8.2% | -5.5% |
| 30D | -0.7% | -8.2% | +7.5% | -1.5% |
| 3M | -5.9% | -7.0% | +1.1% | -6.7% |
| 6M | +21.6% | -23.5% | +45.1% | +29.8% |
| All | +21.6% | -22.0% | +43.6% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling