-80.4%
PATH vs FE
+61.9%
-142.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.8% | +1.7% | -6.5% | -4.9% |
| 30D | +2.7% | +8.1% | -5.5% | +1.9% |
| 3M | -4.2% | -1.3% | -2.9% | -4.1% |
| 6M | +24.7% | +2.9% | +21.8% | +24.1% |
| YTD | -17.6% | +8.6% | -26.1% | -19.1% |
| 1Y | -5.3% | +6.3% | -11.7% | -6.8% |
| 3Y | -22.0% | +45.1% | -67.1% | -29.3% |
| 5Y | -76.5% | +47.1% | -123.6% | -78.1% |
| All | -80.4% | +61.9% | -142.3% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling