-79.7%
PATH vs BNY
+308.1%
-387.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -6.9% |
| 7D | -22.8% | +1.5% | -24.2% | -23.6% |
| 30D | -6.9% | +3.3% | -10.2% | -9.4% |
| 3M | +25.4% | +15.3% | +10.1% | +10.8% |
| 6M | +18.1% | +42.5% | -24.3% | -12.3% |
| YTD | -14.5% | +42.0% | -56.5% | -36.5% |
| 1Y | +18.7% | +59.3% | -40.6% | -19.4% |
| 3Y | -24.2% | +291.2% | -315.4% | -75.5% |
| 5Y | -75.2% | +252.1% | -327.2% | -91.5% |
| All | -79.7% | +308.1% | -387.8% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling