-77.1%
PATH vs FISV
-36.2%
-40.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | -2.7% | +3.0% | -5.7% | -4.0% |
| 30D | -1.4% | +38.8% | -40.1% | -15.0% |
| 3M | -16.4% | +21.2% | -37.6% | -23.6% |
| 6M | +23.3% | +17.5% | +5.8% | +14.0% |
| YTD | -19.8% | -4.9% | -15.0% | -19.4% |
| 1Y | -8.6% | -0.6% | -8.0% | -9.9% |
| 3Y | -24.0% | -47.4% | +23.4% | -32.8% |
| 5Y | -77.1% | -36.0% | -41.1% | -84.3% |
| All | -77.1% | -36.2% | -40.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling