-6.1%
PATH vs BN
+77.7%
-83.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.4% |
| 7D | -16.3% | -2.5% | -13.8% | -14.9% |
| 30D | +9.9% | -9.5% | +19.4% | +17.7% |
| 3M | +30.2% | -10.4% | +40.5% | +40.1% |
| 6M | +37.2% | -6.4% | +43.6% | +41.6% |
| YTD | -7.3% | -11.9% | +4.5% | -0.8% |
| 1Y | +40.0% | -8.6% | +48.6% | +45.5% |
| All | -6.1% | +77.7% | -83.8% | -46.5% |
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