-21.8%
PATH vs F
+41.1%
-62.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | -5.6% | +1.4% | -7.0% | -5.9% |
| 30D | -0.7% | +2.0% | -2.7% | -1.3% |
| 3M | -5.9% | -10.4% | +4.5% | -3.2% |
| 6M | +21.6% | +9.7% | +11.9% | +15.6% |
| YTD | -20.6% | -1.2% | -19.4% | -22.7% |
| 1Y | -10.6% | 0.0% | -10.6% | -13.3% |
| All | -21.8% | +41.1% | -62.9% | -49.8% |
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