-79.7%
PATH vs F
+68.1%
-147.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.5% | -6.0% |
| 7D | -22.8% | +1.2% | -23.9% | -23.2% |
| 30D | -6.9% | +1.2% | -8.1% | -7.6% |
| 3M | +25.4% | -5.7% | +31.1% | +27.9% |
| 6M | +18.1% | +17.9% | +0.2% | +6.3% |
| YTD | -14.5% | +10.4% | -24.9% | -21.6% |
| 1Y | +18.7% | +25.3% | -6.6% | +1.5% |
| 3Y | -24.2% | +37.5% | -61.6% | -41.7% |
| 5Y | -75.2% | +46.5% | -121.7% | -79.9% |
| All | -79.7% | +68.1% | -147.7% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling