-81.1%
PATH vs BTI
+146.5%
-227.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +3.3% | -8.9% | -5.9% |
| 30D | -0.7% | +19.0% | -19.7% | -2.5% |
| 3M | -5.9% | +6.4% | -12.3% | -6.6% |
| 6M | +21.6% | +7.7% | +13.9% | +20.0% |
| YTD | -20.6% | +14.6% | -35.2% | -23.0% |
| 1Y | -10.6% | +22.0% | -32.6% | -14.6% |
| 3Y | -24.9% | +148.4% | -173.3% | -45.6% |
| 5Y | -76.8% | +161.3% | -238.1% | -80.1% |
| All | -81.1% | +146.5% | -227.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling