-5.3%
PATH vs FERG
+3.8%
-9.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +3.0% |
| 7D | -4.8% | +7.7% | -12.5% | -4.5% |
| 30D | +2.7% | +11.5% | -8.8% | +3.0% |
| 3M | -4.2% | -2.4% | -1.8% | -3.8% |
| 6M | +24.7% | -4.0% | +28.7% | +25.8% |
| YTD | -17.6% | +13.4% | -30.9% | -17.1% |
| 1Y | -5.3% | +3.1% | -8.4% | -3.7% |
| All | -5.3% | +3.8% | -9.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling