-77.0%
PATH vs BND
-1.7%
-75.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | -5.3% | 0.0% | -5.4% | -5.4% |
| 30D | -0.5% | +2.3% | -2.8% | -4.3% |
| 3M | -7.1% | -0.6% | -6.6% | -6.2% |
| 6M | +23.8% | -1.3% | +25.1% | +26.8% |
| YTD | -20.7% | -0.7% | -20.0% | -19.7% |
| 1Y | -8.1% | -0.5% | -7.6% | -7.3% |
| 3Y | -21.8% | +14.7% | -36.5% | -41.5% |
| All | -77.0% | -1.7% | -75.3% | -78.9% |
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