-21.8%
PATH vs BKR
+43.4%
-65.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.7% |
| 7D | -5.3% | -13.3% | +8.0% | -3.1% |
| 30D | -0.5% | -13.6% | +13.1% | +1.6% |
| 3M | -7.1% | -23.4% | +16.3% | -3.2% |
| 6M | +23.8% | -27.9% | +51.7% | +30.7% |
| YTD | -20.7% | +6.3% | -26.9% | -26.3% |
| 1Y | -8.1% | +2.3% | -10.4% | -13.6% |
| 3Y | -21.8% | +45.1% | -66.9% | -33.3% |
| All | -21.8% | +43.4% | -65.3% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling