-75.7%
PATH vs BR
+11.2%
-86.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.4% | -13.3% | -13.6% |
| 7D | -16.3% | -5.3% | -11.0% | -11.7% |
| 30D | +9.9% | +6.4% | +3.5% | +4.6% |
| 3M | +30.2% | +13.6% | +16.5% | +16.6% |
| 6M | +37.2% | -6.7% | +43.9% | +46.3% |
| YTD | -7.3% | -21.1% | +13.8% | +13.8% |
| 1Y | +40.0% | -29.6% | +69.6% | +90.0% |
| 3Y | -4.4% | -2.4% | -2.0% | -9.1% |
| All | -75.7% | +11.2% | -86.8% | -82.8% |
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