-81.0%
PATH vs BLK
+72.6%
-153.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | +0.7% | +3.9% | -3.2% | -2.6% |
| 30D | -1.1% | +14.1% | -15.2% | -11.9% |
| 3M | -14.2% | +5.3% | -19.5% | -18.2% |
| 6M | +30.9% | +12.6% | +18.3% | +16.2% |
| YTD | -20.1% | +15.5% | -35.6% | -32.7% |
| 1Y | -8.1% | +13.6% | -21.7% | -21.4% |
| 3Y | -24.3% | +95.6% | -119.9% | -64.9% |
| 5Y | -75.6% | +41.4% | -117.0% | -86.3% |
| All | -81.0% | +72.6% | -153.6% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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