-81.1%
PATH vs FISV
-50.2%
-31.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.2% |
| 7D | -5.6% | +29.4% | -35.0% | -16.0% |
| 30D | -0.7% | +38.0% | -38.6% | -14.3% |
| 3M | -5.9% | +15.9% | -21.8% | -12.4% |
| 6M | +21.6% | +9.5% | +12.1% | +15.8% |
| YTD | -20.6% | -6.6% | -14.0% | -19.6% |
| 1Y | -10.6% | -2.0% | -8.6% | -11.4% |
| 3Y | -24.9% | -47.5% | +22.6% | -29.9% |
| 5Y | -76.8% | -37.5% | -39.3% | -81.7% |
| All | -81.1% | -50.2% | -31.0% | -81.7% |
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