-9.6%
PATH vs BTI
+17.4%
-27.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -0.8% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -4.8% | +9.6% | -14.4% | -2.0% |
| 3M | -17.7% | +8.3% | -26.0% | -15.9% |
| 6M | +18.9% | +7.5% | +11.4% | +22.2% |
| YTD | -21.7% | +12.3% | -34.0% | -16.0% |
| 1Y | -9.6% | +16.2% | -25.9% | -4.8% |
| All | -9.6% | +17.4% | -27.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling