-81.2%
PATH vs FISV
-49.5%
-31.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.7% | +22.3% | -25.0% | -11.2% |
| 30D | -3.7% | +39.2% | -42.9% | -17.2% |
| 3M | -13.8% | +21.2% | -35.0% | -21.2% |
| 6M | +20.3% | +14.5% | +5.8% | +12.4% |
| YTD | -20.8% | -5.4% | -15.4% | -20.2% |
| 1Y | -9.2% | -0.3% | -8.9% | -10.6% |
| 3Y | -21.8% | -46.8% | +25.0% | -27.5% |
| 5Y | -77.4% | -36.2% | -41.2% | -82.3% |
| All | -81.2% | -49.5% | -31.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling