-81.4%
PATH vs BNY
+280.8%
-362.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.3% | +1.2% | -3.5% | -3.2% |
| 30D | -4.8% | +6.4% | -11.2% | -9.1% |
| 3M | -17.7% | -4.8% | -12.9% | -15.2% |
| 6M | +18.9% | +16.8% | +2.1% | +3.3% |
| YTD | -21.7% | +32.5% | -54.2% | -39.1% |
| 1Y | -9.6% | +38.6% | -48.3% | -32.1% |
| 3Y | -25.8% | +254.3% | -280.2% | -74.3% |
| 5Y | -77.1% | +192.4% | -269.5% | -91.8% |
| All | -81.4% | +280.8% | -362.2% | -91.6% |
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