-21.8%
PATH vs BIDU
-25.8%
+4.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.6% |
| 7D | -5.3% | +7.2% | -12.5% | -6.6% |
| 30D | -0.5% | -4.0% | +3.5% | +0.2% |
| 3M | -7.1% | -25.1% | +18.0% | -2.3% |
| 6M | +23.8% | -41.8% | +65.6% | +35.4% |
| YTD | -20.7% | -37.3% | +16.7% | -15.2% |
| 1Y | -8.1% | -35.6% | +27.5% | -2.6% |
| 3Y | -21.8% | -24.5% | +2.6% | -21.2% |
| All | -21.8% | -25.8% | +4.0% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling