-81.2%
PATH vs FANG
+204.0%
-285.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -2.7% | -10.8% | +8.1% | -0.6% |
| 30D | -3.7% | -7.3% | +3.6% | -2.5% |
| 3M | -13.8% | -4.7% | -9.0% | -13.1% |
| 6M | +20.3% | -4.5% | +24.8% | +20.3% |
| YTD | -20.8% | +20.5% | -41.3% | -25.1% |
| 1Y | -9.2% | +27.0% | -36.2% | -15.2% |
| 3Y | -21.8% | +27.8% | -49.6% | -28.9% |
| 5Y | -77.4% | +94.0% | -171.4% | -81.0% |
| All | -81.2% | +204.0% | -285.2% | -84.0% |
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