-81.2%
PATH vs FANG
+205.4%
-286.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -5.3% | -15.6% | +10.3% | -2.2% |
| 30D | -0.5% | -2.9% | +2.4% | -0.2% |
| 3M | -7.1% | -5.1% | -2.0% | -6.4% |
| 6M | +23.8% | -7.3% | +31.1% | +24.6% |
| YTD | -20.7% | +21.1% | -41.8% | -25.1% |
| 1Y | -8.1% | +30.2% | -38.3% | -14.6% |
| 3Y | -21.8% | +24.7% | -46.6% | -28.5% |
| 5Y | -76.8% | +94.4% | -171.2% | -80.5% |
| All | -81.2% | +205.4% | -286.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling