-6.1%
PATH vs BTI
+111.6%
-117.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.5% | -16.7% |
| 7D | -16.3% | -1.4% | -14.9% | -16.5% |
| 30D | +9.9% | -6.6% | +16.5% | +9.0% |
| 3M | +30.2% | -3.0% | +33.2% | +29.9% |
| 6M | +37.2% | -6.7% | +43.9% | +36.5% |
| YTD | -7.3% | +0.6% | -7.9% | -7.9% |
| 1Y | +40.0% | +5.6% | +34.4% | +39.0% |
| All | -6.1% | +111.6% | -117.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling