-81.1%
PATH vs FERG
+104.9%
-186.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -0.9% |
| 7D | -5.6% | -2.0% | -3.6% | -4.6% |
| 30D | -0.7% | +5.5% | -6.2% | -3.8% |
| 3M | -5.9% | -7.3% | +1.5% | -2.5% |
| 6M | +21.6% | -6.1% | +27.7% | +23.9% |
| YTD | -20.6% | +7.5% | -28.1% | -27.2% |
| 1Y | -10.6% | -3.9% | -6.7% | -12.2% |
| 3Y | -24.9% | +57.3% | -82.2% | -48.6% |
| 5Y | -76.8% | +68.9% | -145.7% | -86.4% |
| All | -81.1% | +104.9% | -186.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling