-76.8%
PATH vs FDS
-19.3%
-57.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -5.6% | +6.4% | -12.0% | -10.1% |
| 30D | -0.7% | +25.2% | -25.9% | -16.7% |
| 3M | -5.9% | +22.9% | -28.8% | -19.7% |
| 6M | +21.6% | +56.5% | -34.9% | -14.7% |
| YTD | -20.6% | +19.0% | -39.6% | -31.5% |
| 1Y | -10.6% | +32.7% | -43.3% | -30.5% |
| 3Y | -24.9% | -20.4% | -4.5% | -12.1% |
| 5Y | -76.8% | -19.6% | -57.2% | -73.8% |
| All | -76.8% | -19.3% | -57.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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