-77.0%
PATH vs BN
+29.3%
-106.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.7% |
| 7D | -5.3% | +5.3% | -10.7% | -9.7% |
| 30D | -0.5% | +11.9% | -12.4% | -9.9% |
| 3M | -7.1% | -5.7% | -1.4% | -2.9% |
| 6M | +23.8% | -10.6% | +34.4% | +34.4% |
| YTD | -20.7% | -9.4% | -11.3% | -16.5% |
| 1Y | -8.1% | -8.8% | +0.7% | -4.0% |
| 3Y | -21.8% | +95.6% | -117.5% | -62.6% |
| All | -77.0% | +29.3% | -106.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling