-81.4%
PATH vs BX
+87.8%
-169.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.3% |
| 7D | -2.3% | +3.7% | -6.0% | -4.8% |
| 30D | -4.8% | +8.2% | -13.1% | -10.4% |
| 3M | -17.7% | -12.7% | -5.0% | -10.3% |
| 6M | +18.9% | +1.0% | +17.9% | +16.0% |
| YTD | -21.7% | -17.2% | -4.5% | -13.9% |
| 1Y | -9.6% | -11.6% | +1.9% | -5.4% |
| 3Y | -25.8% | +36.8% | -62.6% | -48.8% |
| 5Y | -77.1% | +4.8% | -81.9% | -82.0% |
| All | -81.4% | +87.8% | -169.2% | -88.3% |
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