-80.8%
PATH vs BNY
+286.5%
-367.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +2.1% | +3.9% | -1.8% | -0.7% |
| 30D | +1.6% | +11.9% | -10.3% | -6.5% |
| 3M | -20.4% | -5.0% | -15.4% | -17.8% |
| 6M | +40.1% | +14.6% | +25.5% | +23.8% |
| YTD | -19.0% | +34.5% | -53.5% | -37.6% |
| 1Y | -5.8% | +40.6% | -46.4% | -29.9% |
| 3Y | -22.9% | +261.7% | -284.7% | -73.7% |
| 5Y | -75.3% | +192.3% | -267.6% | -91.2% |
| All | -80.8% | +286.5% | -367.3% | -91.4% |
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