-77.1%
PATH vs BNS
+81.8%
-159.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.8% |
| 7D | -2.7% | -3.2% | +0.5% | -0.2% |
| 30D | -1.4% | +5.1% | -6.4% | -5.3% |
| 3M | -16.4% | +6.0% | -22.4% | -20.6% |
| 6M | +23.3% | +23.4% | -0.1% | +1.6% |
| YTD | -19.8% | +30.4% | -50.3% | -38.1% |
| 1Y | -8.6% | +44.0% | -52.5% | -36.0% |
| 3Y | -24.0% | +150.3% | -174.4% | -70.5% |
| 5Y | -77.1% | +83.0% | -160.2% | -85.3% |
| All | -77.1% | +81.8% | -159.0% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling