-78.0%
PATH vs BG
+69.7%
-147.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -16.5% |
| 7D | -16.3% | +2.8% | -19.1% | -16.5% |
| 30D | +9.9% | +12.0% | -2.1% | +8.8% |
| 3M | +30.2% | -7.7% | +37.9% | +31.1% |
| 6M | +37.2% | +4.5% | +32.7% | +36.2% |
| YTD | -7.3% | +35.7% | -43.0% | -11.0% |
| 1Y | +40.0% | +50.1% | -10.1% | +31.9% |
| 3Y | -4.4% | +12.6% | -17.0% | -6.6% |
| 5Y | -76.0% | +75.4% | -151.5% | -79.4% |
| All | -78.0% | +69.7% | -147.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling