-78.0%
PATH vs FISV
-57.9%
-20.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.9% |
| 7D | -16.3% | -0.3% | -16.0% | -16.2% |
| 30D | +9.9% | -2.1% | +12.0% | +10.8% |
| 3M | +30.2% | -5.7% | +35.9% | +32.8% |
| 6M | +37.2% | -15.3% | +52.6% | +46.7% |
| YTD | -7.3% | -21.1% | +13.8% | +1.7% |
| 1Y | +40.0% | -61.1% | +101.1% | +92.9% |
| 3Y | -4.4% | -56.8% | +52.4% | -0.7% |
| 5Y | -76.0% | -54.2% | -21.9% | -78.5% |
| All | -78.0% | -57.9% | -20.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling