-81.1%
PATH vs BP
+139.2%
-220.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.3% |
| 7D | -5.6% | -11.2% | +5.6% | -3.2% |
| 30D | -0.7% | -0.7% | 0.0% | -0.8% |
| 3M | -5.9% | +9.8% | -15.7% | -8.4% |
| 6M | +21.6% | -1.6% | +23.2% | +21.1% |
| YTD | -20.6% | +33.5% | -54.1% | -28.0% |
| 1Y | -10.6% | +31.7% | -42.3% | -18.6% |
| 3Y | -24.9% | +45.1% | -70.0% | -34.6% |
| 5Y | -76.8% | +105.9% | -182.8% | -81.6% |
| All | -81.1% | +139.2% | -220.4% | -84.4% |
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