-75.7%
PATH vs BNS
+94.5%
-170.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -15.7% |
| 7D | -16.3% | +1.5% | -17.9% | -17.2% |
| 30D | +9.9% | +6.0% | +4.0% | +4.5% |
| 3M | +30.2% | +16.3% | +13.8% | +13.5% |
| 6M | +37.2% | +28.8% | +8.5% | +8.1% |
| YTD | -7.3% | +30.0% | -37.3% | -28.1% |
| 1Y | +40.0% | +50.7% | -10.7% | -6.6% |
| 3Y | -4.4% | +125.4% | -129.8% | -58.6% |
| All | -75.7% | +94.5% | -170.2% | -85.8% |
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