-81.4%
PATH vs FANG
+203.9%
-285.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.3% | -7.4% | +5.1% | -0.9% |
| 30D | -4.8% | -7.3% | +2.5% | -3.6% |
| 3M | -17.7% | -10.0% | -7.7% | -16.2% |
| 6M | +18.9% | -4.6% | +23.5% | +18.9% |
| YTD | -21.7% | +20.5% | -42.2% | -26.0% |
| 1Y | -9.6% | +26.0% | -35.7% | -15.5% |
| 3Y | -25.8% | +26.0% | -51.9% | -32.4% |
| 5Y | -77.1% | +104.5% | -181.6% | -80.8% |
| All | -81.4% | +203.9% | -285.3% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling