-77.4%
PATH vs FERG
+82.8%
-160.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -6.3% |
| 7D | -2.7% | +7.3% | -10.0% | -6.8% |
| 30D | -3.7% | +18.1% | -21.8% | -12.9% |
| 3M | -13.8% | +1.6% | -15.4% | -15.4% |
| 6M | +20.3% | +8.5% | +11.8% | +12.5% |
| YTD | -20.8% | +18.6% | -39.4% | -31.8% |
| 1Y | -9.2% | +5.7% | -14.9% | -15.9% |
| 3Y | -21.8% | +74.0% | -95.8% | -51.1% |
| 5Y | -77.4% | +83.9% | -161.3% | -88.0% |
| All | -77.4% | +82.8% | -160.2% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling