-81.2%
PATH vs FISV
-50.0%
-31.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.3% | +25.7% | -31.0% | -14.7% |
| 30D | -0.5% | +38.8% | -39.3% | -14.3% |
| 3M | -7.1% | +16.2% | -23.4% | -13.7% |
| 6M | +23.8% | +12.1% | +11.7% | +16.8% |
| YTD | -20.7% | -6.4% | -14.3% | -19.7% |
| 1Y | -8.1% | +2.0% | -10.1% | -10.3% |
| 3Y | -21.8% | -47.4% | +25.6% | -27.1% |
| 5Y | -76.8% | -37.3% | -39.5% | -81.7% |
| All | -81.2% | -50.0% | -31.1% | -81.8% |
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