-78.0%
PATH vs FANG
+239.9%
-317.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.8% | -16.3% |
| 7D | -16.3% | +0.8% | -17.1% | -16.4% |
| 30D | +9.9% | +7.6% | +2.3% | +8.3% |
| 3M | +30.2% | -1.3% | +31.5% | +30.0% |
| 6M | +37.2% | +14.7% | +22.6% | +32.3% |
| YTD | -7.3% | +34.8% | -42.1% | -14.1% |
| 1Y | +40.0% | +42.9% | -2.9% | +27.7% |
| 3Y | -4.4% | +43.8% | -48.2% | -15.1% |
| 5Y | -76.0% | +225.8% | -301.9% | -80.7% |
| All | -78.0% | +239.9% | -317.9% | -81.6% |
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