+23.8%
PATH vs BKR
-28.0%
+51.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | +0.3% |
| 7D | -5.3% | -13.3% | +8.0% | -7.1% |
| 30D | -0.5% | -13.6% | +13.1% | -2.2% |
| 3M | -7.1% | -23.4% | +16.3% | -10.2% |
| 6M | +23.8% | -27.9% | +51.7% | +19.3% |
| All | +23.8% | -28.0% | +51.8% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling