-80.4%
PATH vs FFIV
+59.4%
-139.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -4.8% | -9.8% | +5.0% | +2.0% |
| 30D | +2.7% | -28.1% | +30.8% | +25.5% |
| 3M | -4.2% | -20.0% | +15.8% | +6.6% |
| 6M | +24.7% | -0.1% | +24.8% | +15.2% |
| YTD | -17.6% | +29.2% | -46.7% | -39.6% |
| 1Y | -5.3% | +36.6% | -41.9% | -34.0% |
| 3Y | -22.0% | +114.0% | -136.0% | -66.0% |
| 5Y | -76.5% | +48.1% | -124.6% | -86.9% |
| All | -80.4% | +59.4% | -139.9% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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