-81.2%
PATH vs BIDU
-60.3%
-20.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.3% |
| 7D | -5.3% | +7.2% | -12.5% | -7.9% |
| 30D | -0.5% | -4.0% | +3.5% | +1.1% |
| 3M | -7.1% | -25.1% | +18.0% | +3.5% |
| 6M | +23.8% | -41.8% | +65.6% | +50.1% |
| YTD | -20.7% | -37.3% | +16.7% | -8.8% |
| 1Y | -8.1% | -35.6% | +27.5% | +4.0% |
| 3Y | -21.8% | -24.5% | +2.6% | -24.6% |
| 5Y | -76.8% | -48.3% | -28.6% | -74.1% |
| All | -81.2% | -60.3% | -20.8% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling