-21.8%
PATH vs FISV
-46.9%
+25.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -2.7% | +22.3% | -25.0% | -7.7% |
| 30D | -3.7% | +39.2% | -42.9% | -11.9% |
| 3M | -13.8% | +21.2% | -35.0% | -18.1% |
| 6M | +20.3% | +14.5% | +5.8% | +15.7% |
| YTD | -20.8% | -5.4% | -15.4% | -21.2% |
| 1Y | -9.2% | -0.3% | -8.9% | -10.6% |
| 3Y | -21.8% | -46.8% | +25.0% | -42.5% |
| All | -21.8% | -46.9% | +25.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling