-81.4%
PATH vs BR
+33.2%
-114.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.3% | +5.0% | -7.3% | -6.5% |
| 30D | -4.8% | +16.6% | -21.4% | -17.4% |
| 3M | -17.7% | +12.0% | -29.7% | -25.4% |
| 6M | +18.9% | +30.7% | -11.8% | -5.3% |
| YTD | -21.7% | -11.9% | -9.8% | -13.7% |
| 1Y | -9.6% | -11.6% | +1.9% | -0.9% |
| 3Y | -25.8% | +15.0% | -40.8% | -39.3% |
| 5Y | -77.1% | +18.1% | -95.2% | -84.8% |
| All | -81.4% | +33.2% | -114.6% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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