-8.6%
PATH vs BIL
+3.3%
-11.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | +0.1% | -2.8% | -3.2% |
| 30D | -1.4% | 0.0% | -1.4% | +0.2% |
| 3M | -16.4% | +0.6% | -17.0% | -16.2% |
| 6M | +23.3% | +1.5% | +21.8% | +12.1% |
| YTD | -19.8% | +2.8% | -22.6% | -31.6% |
| 1Y | -8.6% | +3.3% | -11.9% | -19.5% |
| All | -8.6% | +3.3% | -11.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling