-81.1%
PATH vs BR
+33.9%
-115.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -5.8% |
| 7D | -5.6% | +8.9% | -14.4% | -12.6% |
| 30D | -0.7% | +22.2% | -22.9% | -17.3% |
| 3M | -5.9% | +19.4% | -25.3% | -19.2% |
| 6M | +21.6% | +29.1% | -7.5% | -2.2% |
| YTD | -20.6% | -11.5% | -9.1% | -12.8% |
| 1Y | -10.6% | -9.3% | -1.3% | -4.0% |
| 3Y | -24.9% | +15.6% | -40.5% | -38.7% |
| 5Y | -76.8% | +22.1% | -99.0% | -84.6% |
| All | -81.1% | +33.9% | -115.0% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling