-77.0%
PATH vs BLK
+38.6%
-115.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -5.3% | +2.7% | -8.0% | -7.7% |
| 30D | -0.5% | +10.2% | -10.7% | -9.1% |
| 3M | -7.1% | +4.9% | -12.1% | -11.4% |
| 6M | +23.8% | +11.0% | +12.8% | +10.5% |
| YTD | -20.7% | +11.9% | -32.6% | -31.9% |
| 1Y | -8.1% | +12.6% | -20.7% | -21.7% |
| 3Y | -21.8% | +92.9% | -114.8% | -65.7% |
| All | -77.0% | +38.6% | -115.6% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling