-78.0%
PATH vs BLK
+58.4%
-136.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.3% |
| 7D | -16.3% | -3.6% | -12.7% | -13.6% |
| 30D | +9.9% | -1.0% | +10.9% | +10.9% |
| 3M | +30.2% | +10.4% | +19.8% | +18.7% |
| 6M | +37.2% | +8.2% | +29.1% | +24.4% |
| YTD | -7.3% | +6.0% | -13.4% | -15.7% |
| 1Y | +40.0% | +3.3% | +36.7% | +30.2% |
| 3Y | -4.4% | +70.3% | -74.7% | -49.2% |
| 5Y | -76.0% | +34.5% | -110.5% | -85.8% |
| All | -78.0% | +58.4% | -136.4% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling