-77.0%
PATH vs BR
+19.3%
-96.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.6% |
| 7D | -5.3% | +6.5% | -11.8% | -11.0% |
| 30D | -0.5% | +18.9% | -19.4% | -16.0% |
| 3M | -7.1% | +16.3% | -23.4% | -19.1% |
| 6M | +23.8% | +26.2% | -2.4% | +0.3% |
| YTD | -20.7% | -13.1% | -7.6% | -10.7% |
| 1Y | -8.1% | -10.5% | +2.4% | +0.4% |
| 3Y | -21.8% | +13.3% | -35.2% | -37.0% |
| All | -77.0% | +19.3% | -96.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling