-18.8%
PATH vs FICO
-24.7%
+5.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +4.0% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | +2.7% | +1.7% | +1.0% | +0.9% |
| 3M | -4.2% | -33.0% | +28.9% | +8.4% |
| 6M | +24.7% | -33.9% | +58.6% | +40.4% |
| YTD | -17.6% | -58.5% | +41.0% | +8.3% |
| 1Y | -5.3% | -56.4% | +51.0% | +21.6% |
| All | -18.8% | -24.7% | +5.9% | -62.6% |
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