-81.2%
PATH vs BX
+83.2%
-164.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -5.3% | +1.8% | -7.1% | -6.6% |
| 30D | -0.5% | +7.9% | -8.4% | -6.1% |
| 3M | -7.1% | -9.6% | +2.5% | -0.9% |
| 6M | +23.8% | -2.3% | +26.1% | +23.5% |
| YTD | -20.7% | -19.3% | -1.4% | -11.2% |
| 1Y | -8.1% | -13.2% | +5.2% | -2.4% |
| 3Y | -21.8% | +33.8% | -55.6% | -45.2% |
| 5Y | -76.8% | 0.0% | -76.8% | -81.3% |
| All | -81.2% | +83.2% | -164.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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