-81.2%
PATH vs FERG
+103.2%
-184.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -5.3% | -2.1% | -3.2% | -4.3% |
| 30D | -0.5% | +8.7% | -9.2% | -5.2% |
| 3M | -7.1% | -7.4% | +0.3% | -3.8% |
| 6M | +23.8% | -6.6% | +30.4% | +26.6% |
| YTD | -20.7% | +6.6% | -27.3% | -26.9% |
| 1Y | -8.1% | -3.6% | -4.5% | -10.0% |
| 3Y | -21.8% | +56.4% | -78.2% | -46.4% |
| 5Y | -76.8% | +67.5% | -144.3% | -86.4% |
| All | -81.2% | +103.2% | -184.4% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling