-81.2%
PATH vs BLK
+72.3%
-153.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -2.7% |
| 7D | -2.7% | +4.1% | -6.8% | -6.0% |
| 30D | -3.7% | +12.2% | -15.9% | -13.0% |
| 3M | -13.8% | +7.4% | -21.2% | -19.2% |
| 6M | +20.3% | +13.2% | +7.1% | +6.2% |
| YTD | -20.8% | +15.4% | -36.2% | -33.2% |
| 1Y | -9.2% | +14.6% | -23.9% | -23.1% |
| 3Y | -21.8% | +99.2% | -121.0% | -64.5% |
| 5Y | -77.4% | +41.9% | -119.3% | -87.4% |
| All | -81.2% | +72.3% | -153.5% | -89.3% |
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