-75.7%
PATH vs FDX
+65.4%
-141.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.1% | -16.3% |
| 7D | -16.3% | -2.5% | -13.8% | -15.1% |
| 30D | +9.9% | +3.8% | +6.1% | +7.8% |
| 3M | +30.2% | -1.3% | +31.5% | +30.0% |
| 6M | +37.2% | +5.0% | +32.2% | +30.4% |
| YTD | -7.3% | +39.6% | -47.0% | -26.4% |
| 1Y | +40.0% | +81.1% | -41.1% | -5.6% |
| 3Y | -4.4% | +63.0% | -67.4% | -36.0% |
| All | -75.7% | +65.4% | -141.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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