-75.7%
PATH vs F
+55.4%
-131.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -17.3% |
| 7D | -16.3% | +5.3% | -21.6% | -18.4% |
| 30D | +9.9% | +4.6% | +5.3% | +7.3% |
| 3M | +30.2% | -3.7% | +33.8% | +31.6% |
| 6M | +37.2% | +16.8% | +20.4% | +22.8% |
| YTD | -7.3% | +15.3% | -22.6% | -17.5% |
| 1Y | +40.0% | +31.0% | +9.0% | +15.1% |
| 3Y | -4.4% | +45.4% | -49.8% | -31.0% |
| All | -75.7% | +55.4% | -131.1% | -82.8% |
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 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