-21.8%
PATH vs BN
+92.4%
-114.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -1.6% |
| 7D | -5.6% | +5.7% | -11.3% | -9.3% |
| 30D | -0.7% | +12.0% | -12.7% | -8.3% |
| 3M | -5.9% | -6.1% | +0.2% | -2.0% |
| 6M | +21.6% | -8.6% | +30.2% | +28.1% |
| YTD | -20.6% | -8.5% | -12.1% | -17.4% |
| 1Y | -10.6% | -8.4% | -2.2% | -7.2% |
| All | -21.8% | +92.4% | -114.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling