-76.5%
PATH vs FICO
+81.8%
-158.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +4.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.1% |
| 30D | +2.7% | +1.7% | +1.0% | +0.2% |
| 3M | -4.2% | -33.0% | +28.9% | +11.7% |
| 6M | +24.7% | -33.9% | +58.6% | +43.8% |
| YTD | -17.6% | -58.5% | +41.0% | +19.2% |
| 1Y | -5.3% | -56.4% | +51.0% | +32.4% |
| 3Y | -22.0% | -24.7% | +2.7% | -35.3% |
| 5Y | -76.5% | +83.1% | -159.6% | -88.9% |
| All | -76.5% | +81.8% | -158.3% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling