-81.4%
PATH vs BTI
+141.5%
-222.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -4.8% | +9.6% | -14.4% | -5.7% |
| 3M | -17.7% | +8.3% | -26.0% | -18.4% |
| 6M | +18.9% | +7.5% | +11.4% | +17.3% |
| YTD | -21.7% | +12.3% | -34.0% | -23.9% |
| 1Y | -9.6% | +16.2% | -25.9% | -12.9% |
| 3Y | -25.8% | +148.0% | -173.8% | -46.6% |
| 5Y | -77.1% | +153.2% | -230.3% | -80.4% |
| All | -81.4% | +141.5% | -222.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling