-76.8%
PATH vs BIL
+19.4%
-96.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.1% |
| 3M | -5.9% | +0.3% | -6.2% | -6.2% |
| 6M | +21.6% | +1.2% | +20.4% | +19.7% |
| YTD | -20.6% | +2.4% | -23.0% | -22.5% |
| 1Y | -10.6% | +3.0% | -13.6% | -13.1% |
| 3Y | -24.9% | +13.1% | -38.0% | -54.2% |
| 5Y | -76.8% | +19.4% | -96.2% | -94.9% |
| All | -76.8% | +19.4% | -96.2% | -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