-81.1%
PATH vs BND
0.0%
-81.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.1% |
| 7D | -5.6% | +0.4% | -6.0% | -6.2% |
| 30D | -0.7% | +2.3% | -3.0% | -4.4% |
| 3M | -5.9% | -0.8% | -5.1% | -4.6% |
| 6M | +21.6% | -0.8% | +22.4% | +23.4% |
| YTD | -20.6% | -0.6% | -20.0% | -19.7% |
| 1Y | -10.6% | 0.0% | -10.6% | -10.6% |
| 3Y | -24.9% | +14.3% | -39.2% | -42.6% |
| 5Y | -76.8% | -1.8% | -75.1% | -79.4% |
| All | -81.1% | 0.0% | -81.1% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling