-81.2%
PATH vs BLK
+67.2%
-148.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -5.3% | +2.7% | -8.0% | -7.6% |
| 30D | -0.5% | +10.2% | -10.7% | -8.7% |
| 3M | -7.1% | +4.9% | -12.1% | -11.2% |
| 6M | +23.8% | +11.0% | +12.8% | +11.0% |
| YTD | -20.7% | +11.9% | -32.6% | -31.4% |
| 1Y | -8.1% | +12.6% | -20.7% | -21.0% |
| 3Y | -21.8% | +92.9% | -114.8% | -63.5% |
| 5Y | -76.8% | +39.3% | -116.2% | -86.8% |
| All | -81.2% | +67.2% | -148.4% | -89.0% |
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