-6.1%
PATH vs FICO
+4.8%
-10.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -16.7% | +0.1% | -9.7% |
| 7D | -16.3% | -19.2% | +2.9% | -8.2% |
| 30D | +9.9% | -14.6% | +24.5% | +17.9% |
| 3M | +30.2% | -20.1% | +50.3% | +41.3% |
| 6M | +37.2% | -36.3% | +73.5% | +60.3% |
| YTD | -7.3% | -44.9% | +37.5% | +13.8% |
| 1Y | +40.0% | -38.6% | +78.6% | +61.4% |
| All | -6.1% | +4.8% | -10.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling