-78.0%
PATH vs FE
+60.5%
-138.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.1% | -16.6% |
| 7D | -16.3% | +1.9% | -18.2% | -16.4% |
| 30D | +9.9% | -1.2% | +11.1% | +10.0% |
| 3M | +30.2% | +3.5% | +26.7% | +29.5% |
| 6M | +37.2% | -6.1% | +43.3% | +38.0% |
| YTD | -7.3% | +7.6% | -14.9% | -8.9% |
| 1Y | +40.0% | +11.9% | +28.1% | +36.4% |
| 3Y | -4.4% | +48.4% | -52.8% | -13.8% |
| 5Y | -76.0% | +44.8% | -120.8% | -78.2% |
| All | -78.0% | +60.5% | -138.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling