-80.8%
PATH vs BR
+32.9%
-113.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | +2.1% | +1.1% | +1.0% | +1.1% |
| 30D | +1.6% | +14.4% | -12.8% | -10.2% |
| 3M | -20.4% | +12.4% | -32.9% | -28.2% |
| 6M | +40.1% | +35.4% | +4.7% | +8.2% |
| YTD | -19.0% | -12.2% | -6.9% | -10.5% |
| 1Y | -5.8% | -12.7% | +6.9% | +4.6% |
| 3Y | -22.9% | +14.3% | -37.2% | -36.5% |
| 5Y | -75.3% | +19.3% | -94.6% | -83.5% |
| All | -80.8% | +32.9% | -113.6% | -87.2% |
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