-77.4%
PATH vs BTDR
-33.6%
-43.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.9% | -10.0% | -1.1% |
| 7D | -2.7% | +7.1% | -9.8% | -3.8% |
| 30D | -3.7% | -31.4% | +27.7% | -0.7% |
| 3M | -13.8% | -39.2% | +25.5% | -10.9% |
| 6M | +20.3% | -50.9% | +71.2% | +25.0% |
| YTD | -20.8% | -41.0% | +20.2% | -21.0% |
| 1Y | -9.2% | -69.9% | +60.7% | -3.1% |
| 3Y | -21.8% | +87.3% | -109.0% | -33.0% |
| 5Y | -77.4% | -33.6% | -43.8% | -81.3% |
| All | -77.4% | -33.6% | -43.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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