-75.7%
PATH vs BKR
+209.0%
-284.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -16.3% | +1.7% | -18.1% | -16.7% |
| 30D | +9.9% | +3.3% | +6.6% | +8.8% |
| 3M | +30.2% | -3.6% | +33.8% | +31.1% |
| 6M | +37.2% | +5.0% | +32.2% | +33.8% |
| YTD | -7.3% | +40.9% | -48.3% | -18.3% |
| 1Y | +40.0% | +39.2% | +0.8% | +23.5% |
| 3Y | -4.4% | +83.7% | -88.1% | -24.5% |
| All | -75.7% | +209.0% | -284.7% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling