-76.8%
PATH vs BWA
+22.8%
-99.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +2.0% | -1.5% |
| 7D | -5.6% | -10.8% | +5.2% | -1.3% |
| 30D | -0.7% | -25.0% | +24.3% | +11.0% |
| 3M | -5.9% | -28.6% | +22.8% | +6.6% |
| 6M | +21.6% | -16.6% | +38.2% | +24.9% |
| YTD | -20.6% | +6.3% | -26.9% | -33.3% |
| 1Y | -10.6% | +7.2% | -17.8% | -25.5% |
| 3Y | -24.9% | +48.2% | -73.1% | -52.4% |
| 5Y | -76.8% | +23.4% | -100.3% | -86.3% |
| All | -76.8% | +22.8% | -99.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling