-80.4%
PATH vs FDS
+13.4%
-93.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.9% |
| 7D | -4.8% | +9.4% | -14.2% | -11.0% |
| 30D | +2.7% | +23.8% | -21.1% | -12.4% |
| 3M | -4.2% | +25.1% | -29.3% | -18.6% |
| 6M | +24.7% | +53.8% | -29.0% | -9.4% |
| YTD | -17.6% | +19.6% | -37.1% | -28.7% |
| 1Y | -5.3% | +31.6% | -37.0% | -24.7% |
| 3Y | -22.0% | -20.0% | -2.0% | -10.7% |
| 5Y | -76.5% | -18.6% | -57.9% | -74.6% |
| All | -80.4% | +13.4% | -93.8% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling