-80.8%
PATH vs BLDR
+27.8%
-108.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +2.1% | -3.0% | +5.1% | +3.1% |
| 30D | +1.6% | +20.1% | -18.5% | -6.9% |
| 3M | -20.4% | -17.5% | -2.9% | -15.6% |
| 6M | +40.1% | -16.1% | +56.2% | +43.7% |
| YTD | -19.0% | -41.0% | +22.0% | -5.6% |
| 1Y | -5.8% | -41.6% | +35.8% | +9.5% |
| 3Y | -22.9% | -50.8% | +27.9% | -14.7% |
| 5Y | -75.3% | -10.8% | -64.5% | -82.5% |
| All | -80.8% | +27.8% | -108.6% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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