-21.8%
PATH vs BP
+43.3%
-65.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.4% |
| 7D | -5.6% | -11.2% | +5.6% | -4.0% |
| 30D | -0.7% | -0.7% | 0.0% | -0.8% |
| 3M | -5.9% | +9.8% | -15.7% | -7.8% |
| 6M | +21.6% | -1.6% | +23.2% | +21.8% |
| YTD | -20.6% | +33.5% | -54.1% | -27.3% |
| 1Y | -10.6% | +31.7% | -42.3% | -17.8% |
| All | -21.8% | +43.3% | -65.1% | -31.3% |
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