-81.4%
PATH vs BP
+138.6%
-220.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.3% | -6.3% | +4.0% | -0.9% |
| 30D | -4.8% | -3.6% | -1.2% | -4.3% |
| 3M | -17.7% | +5.2% | -22.9% | -19.1% |
| 6M | +18.9% | +5.3% | +13.6% | +16.3% |
| YTD | -21.7% | +33.1% | -54.8% | -28.9% |
| 1Y | -9.6% | +26.3% | -35.9% | -16.7% |
| 3Y | -25.8% | +47.5% | -73.3% | -35.7% |
| 5Y | -77.1% | +106.2% | -183.3% | -81.8% |
| All | -81.4% | +138.6% | -220.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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