+18.7%
PATH vs BKR
+41.5%
-22.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.7% | -8.4% | -7.7% |
| 7D | -22.8% | +0.4% | -23.2% | -22.7% |
| 30D | -6.9% | +3.9% | -10.8% | -6.7% |
| 3M | +25.4% | -1.1% | +26.5% | +25.6% |
| 6M | +18.1% | +7.6% | +10.5% | +18.6% |
| YTD | -14.5% | +41.9% | -56.4% | -15.4% |
| 1Y | +18.7% | +42.2% | -23.5% | +23.9% |
| All | +18.7% | +41.5% | -22.8% | +23.9% |
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