-75.7%
PATH vs BIDU
-40.6%
-35.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.1% | -20.7% | -18.2% |
| 7D | -16.3% | +2.4% | -18.7% | -17.4% |
| 30D | +9.9% | -10.5% | +20.4% | +14.0% |
| 3M | +30.2% | -26.2% | +56.4% | +44.9% |
| 6M | +37.2% | -16.4% | +53.6% | +42.3% |
| YTD | -7.3% | -23.9% | +16.5% | -1.4% |
| 1Y | +40.0% | +1.3% | +38.7% | +28.5% |
| 3Y | -4.4% | -32.1% | +27.7% | +0.2% |
| All | -75.7% | -40.6% | -35.0% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling