-21.8%
PATH vs BNS
+141.9%
-163.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -1.3% |
| 7D | -5.6% | -3.8% | -1.8% | -3.7% |
| 30D | -0.7% | +1.7% | -2.4% | -1.6% |
| 3M | -5.9% | +4.6% | -10.4% | -8.0% |
| 6M | +21.6% | +21.9% | -0.3% | +7.8% |
| YTD | -20.6% | +28.3% | -48.9% | -32.5% |
| 1Y | -10.6% | +44.3% | -54.9% | -31.3% |
| All | -21.8% | +141.9% | -163.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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