-81.0%
PATH vs BKR
+198.0%
-279.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +1.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -1.4% | -11.6% | +10.3% | +1.1% |
| 3M | -16.4% | -23.4% | +7.0% | -11.5% |
| 6M | +23.3% | -22.9% | +46.1% | +29.8% |
| YTD | -19.8% | +10.2% | -30.0% | -24.9% |
| 1Y | -8.6% | +2.5% | -11.1% | -12.5% |
| 3Y | -24.0% | +53.1% | -77.2% | -36.8% |
| 5Y | -77.1% | +127.1% | -204.3% | -83.1% |
| All | -81.0% | +198.0% | -279.0% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling