-75.7%
PATH vs BIL
+19.4%
-95.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.7% | -16.7% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | +0.3% | +9.6% | +9.2% |
| 3M | +30.2% | +0.9% | +29.2% | +27.6% |
| 6M | +37.2% | +1.8% | +35.4% | +33.1% |
| YTD | -7.3% | +2.4% | -9.8% | -11.0% |
| 1Y | +40.0% | +3.7% | +36.3% | +31.7% |
| 3Y | -4.4% | +14.2% | -18.6% | -50.0% |
| All | -75.7% | +19.4% | -95.1% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling