+18.7%
PATH vs FANG
+46.4%
-27.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.0% | -7.8% |
| 7D | -22.8% | -1.7% | -21.0% | -22.9% |
| 30D | -6.9% | +6.8% | -13.7% | -6.3% |
| 3M | +25.4% | +1.3% | +24.1% | +26.0% |
| 6M | +18.1% | +11.8% | +6.3% | +19.8% |
| YTD | -14.5% | +35.1% | -49.6% | -8.9% |
| 1Y | +18.7% | +48.9% | -30.2% | +28.2% |
| All | +18.7% | +46.4% | -27.7% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling