-77.0%
PATH vs BTDR
-46.8%
-30.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -18.7% | +15.0% | -1.8% |
| 7D | -5.6% | -29.9% | +24.4% | -2.5% |
| 30D | -0.7% | -51.3% | +50.6% | +6.1% |
| 3M | -5.9% | -52.0% | +46.1% | -0.3% |
| 6M | +21.6% | -57.5% | +79.0% | +27.8% |
| YTD | -20.6% | -52.6% | +32.0% | -18.9% |
| 1Y | -10.6% | -76.0% | +65.4% | -2.3% |
| 3Y | -24.9% | +33.1% | -58.0% | -34.1% |
| All | -77.0% | -46.8% | -30.2% | -80.5% |
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