-81.2%
PATH vs BWA
+25.4%
-106.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.0% |
| 7D | -5.3% | -5.5% | +0.1% | -3.4% |
| 30D | -0.5% | -21.7% | +21.2% | +8.5% |
| 3M | -7.1% | -25.6% | +18.5% | +2.6% |
| 6M | +23.8% | -17.4% | +41.2% | +28.0% |
| YTD | -20.7% | +9.2% | -29.9% | -32.7% |
| 1Y | -8.1% | +9.7% | -17.8% | -22.4% |
| 3Y | -21.8% | +54.6% | -76.5% | -48.7% |
| 5Y | -76.8% | +26.8% | -103.6% | -85.1% |
| All | -81.2% | +25.4% | -106.5% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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