-18.8%
PATH vs BP
+46.2%
-65.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +3.5% |
| 7D | -4.8% | -8.4% | +3.6% | -3.6% |
| 30D | +2.7% | +2.2% | +0.4% | +2.1% |
| 3M | -4.2% | +8.8% | -13.0% | -5.9% |
| 6M | +24.7% | -0.5% | +25.3% | +24.9% |
| YTD | -17.6% | +36.2% | -53.8% | -24.8% |
| 1Y | -5.3% | +36.6% | -41.9% | -13.8% |
| All | -18.8% | +46.2% | -65.0% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling