-18.8%
PATH vs F
+42.7%
-61.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.1% |
| 7D | -4.8% | +6.0% | -10.8% | -6.3% |
| 30D | +2.7% | +4.3% | -1.6% | +1.4% |
| 3M | -4.2% | -10.1% | +5.9% | -1.6% |
| 6M | +24.7% | +12.8% | +12.0% | +17.6% |
| YTD | -17.6% | -0.1% | -17.5% | -20.0% |
| 1Y | -5.3% | +3.7% | -9.0% | -9.4% |
| All | -18.8% | +42.7% | -61.4% | -48.1% |
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