-77.4%
PATH vs BND
-1.6%
-75.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.7% | +0.4% | -3.1% | -3.4% |
| 30D | -3.7% | +2.0% | -5.7% | -6.9% |
| 3M | -13.8% | -0.4% | -13.4% | -13.1% |
| 6M | +20.3% | -0.9% | +21.2% | +22.4% |
| YTD | -20.8% | -0.3% | -20.5% | -20.3% |
| 1Y | -9.2% | 0.0% | -9.2% | -9.2% |
| 3Y | -21.8% | +15.1% | -36.8% | -41.8% |
| 5Y | -77.4% | -1.5% | -75.9% | -79.6% |
| All | -77.4% | -1.6% | -75.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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