-5.3%
PATH vs BKR
+5.7%
-11.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +2.1% |
| 7D | -4.8% | -8.8% | +4.0% | -5.9% |
| 30D | +2.7% | -13.1% | +15.7% | +0.9% |
| 3M | -4.2% | -18.9% | +14.7% | -6.6% |
| 6M | +24.7% | -27.2% | +52.0% | +20.6% |
| YTD | -17.6% | +10.7% | -28.3% | -18.6% |
| 1Y | -5.3% | +9.7% | -15.0% | -9.5% |
| All | -5.3% | +5.7% | -11.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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