-78.6%
PATH vs BTDR
-34.7%
-43.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.5% | +3.4% |
| 7D | -4.8% | -17.6% | +12.8% | -3.2% |
| 30D | +2.7% | -40.3% | +42.9% | +7.6% |
| 3M | -4.2% | -42.6% | +38.4% | -0.1% |
| 6M | +24.7% | -46.3% | +71.0% | +28.2% |
| YTD | -17.6% | -41.7% | +24.2% | -17.4% |
| 1Y | -5.3% | -69.4% | +64.1% | +1.1% |
| 3Y | -22.0% | +63.7% | -85.7% | -32.8% |
| 5Y | -76.5% | -34.4% | -42.1% | -80.0% |
| All | -78.6% | -34.7% | -43.9% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling