-81.1%
PATH vs BIDU
-61.5%
-19.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | -5.6% | +1.1% | -6.6% | -6.0% |
| 30D | -0.7% | -8.7% | +8.0% | +2.9% |
| 3M | -5.9% | -28.5% | +22.6% | +6.8% |
| 6M | +21.6% | -37.0% | +58.6% | +42.0% |
| YTD | -20.6% | -39.2% | +18.5% | -7.7% |
| 1Y | -10.6% | -35.6% | +25.0% | +0.9% |
| 3Y | -24.9% | -27.5% | +2.6% | -26.2% |
| 5Y | -76.8% | -49.8% | -27.1% | -73.7% |
| All | -81.1% | -61.5% | -19.7% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling