-76.8%
PATH vs FICO
+84.1%
-160.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -0.7% | +1.7% | -2.4% | -3.1% |
| 3M | -5.9% | -35.2% | +29.3% | +11.8% |
| 6M | +21.6% | -33.7% | +55.2% | +40.0% |
| YTD | -20.6% | -58.2% | +37.5% | +14.3% |
| 1Y | -10.6% | -56.6% | +46.0% | +25.5% |
| 3Y | -24.9% | -24.0% | -0.9% | -38.0% |
| 5Y | -76.8% | +86.1% | -162.9% | -89.0% |
| All | -76.8% | +84.1% | -160.9% | -89.0% |
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