-75.2%
PATH vs BTI
+153.9%
-229.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +2.1% | +1.6% | +0.4% | +1.9% |
| 30D | +1.6% | +9.2% | -7.6% | +0.4% |
| 3M | -20.4% | +9.6% | -30.1% | -21.5% |
| 6M | +40.1% | -2.4% | +42.6% | +40.1% |
| YTD | -19.0% | +14.2% | -33.3% | -22.0% |
| 1Y | -5.8% | +20.3% | -26.1% | -10.6% |
| 3Y | -22.9% | +147.4% | -170.3% | -47.8% |
| All | -75.2% | +153.9% | -229.1% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling