-80.4%
PATH vs BWA
+29.5%
-109.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.8% |
| 7D | -4.8% | -9.9% | +5.1% | -1.2% |
| 30D | +2.7% | -16.4% | +19.0% | +9.3% |
| 3M | -4.2% | -19.8% | +15.7% | +2.8% |
| 6M | +24.7% | -10.0% | +34.7% | +24.4% |
| YTD | -17.6% | +12.7% | -30.3% | -30.9% |
| 1Y | -5.3% | +15.7% | -21.0% | -22.0% |
| 3Y | -22.0% | +57.1% | -79.1% | -48.9% |
| 5Y | -76.5% | +31.8% | -108.3% | -85.1% |
| All | -80.4% | +29.5% | -109.9% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling