-81.4%
PATH vs BIDU
-61.4%
-20.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.5% |
| 7D | -2.3% | +3.6% | -5.8% | -3.6% |
| 30D | -4.8% | -6.6% | +1.8% | -2.2% |
| 3M | -17.7% | -27.2% | +9.5% | -7.3% |
| 6M | +18.9% | -43.5% | +62.4% | +45.9% |
| YTD | -21.7% | -39.0% | +17.3% | -9.1% |
| 1Y | -9.6% | -39.8% | +30.1% | +5.2% |
| 3Y | -25.8% | -24.8% | -1.1% | -28.7% |
| 5Y | -77.1% | -50.7% | -26.4% | -73.8% |
| All | -81.4% | -61.4% | -20.0% | -72.8% |
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