-76.5%
PATH vs F
-8.7%
-67.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.5% |
| 7D | -4.8% | +6.0% | -10.8% | -7.5% |
| 30D | +2.7% | +4.3% | -1.6% | +0.4% |
| 3M | -4.2% | -10.1% | +5.9% | +0.2% |
| 6M | +24.7% | +12.8% | +12.0% | +13.2% |
| YTD | -17.6% | -0.1% | -17.5% | -21.9% |
| 1Y | -5.3% | +3.7% | -9.0% | -12.1% |
| 3Y | -22.0% | +42.7% | -64.7% | -44.9% |
| 5Y | -76.5% | -11.0% | -65.5% | -80.0% |
| All | -76.5% | -8.7% | -67.8% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling