-81.2%
PATH vs BTI
+138.0%
-219.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -5.3% | -1.0% | -4.3% | -5.2% |
| 30D | -0.5% | +13.0% | -13.5% | -1.8% |
| 3M | -7.1% | +3.7% | -10.8% | -7.6% |
| 6M | +23.8% | +3.7% | +20.2% | +22.7% |
| YTD | -20.7% | +10.6% | -31.3% | -22.8% |
| 1Y | -8.1% | +17.1% | -25.1% | -11.7% |
| 3Y | -21.8% | +140.2% | -162.0% | -43.2% |
| 5Y | -76.8% | +152.2% | -229.1% | -80.1% |
| All | -81.2% | +138.0% | -219.1% | -83.6% |
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