-77.0%
PATH vs FANG
+91.9%
-168.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -5.3% | -15.6% | +10.3% | -1.8% |
| 30D | -0.5% | -2.9% | +2.4% | -0.1% |
| 3M | -7.1% | -5.1% | -2.0% | -6.3% |
| 6M | +23.8% | -7.3% | +31.1% | +24.6% |
| YTD | -20.7% | +21.1% | -41.8% | -25.7% |
| 1Y | -8.1% | +30.2% | -38.3% | -15.5% |
| 3Y | -21.8% | +24.7% | -46.6% | -29.8% |
| All | -77.0% | +91.9% | -168.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling