-24.2%
PATH vs F
+41.2%
-65.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.5% | -6.6% |
| 7D | -22.8% | +1.2% | -23.9% | -23.0% |
| 30D | -6.9% | +1.2% | -8.1% | -7.3% |
| 3M | +25.4% | -5.7% | +31.1% | +27.2% |
| 6M | +18.1% | +17.9% | +0.2% | +9.9% |
| YTD | -14.5% | +10.4% | -24.9% | -19.3% |
| 1Y | +18.7% | +25.3% | -6.6% | +5.5% |
| 3Y | -24.2% | +37.5% | -61.6% | -43.8% |
| All | -24.2% | +41.2% | -65.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 3y: compounded portfolio wealth divided by compounded F 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…
3y analysis · Full analysis span regression · 6 months rolling