+40.0%
PATH vs FIVE
+66.7%
-26.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.1% | -21.7% | -17.6% |
| 7D | -16.3% | +4.3% | -20.6% | -17.1% |
| 30D | +9.9% | +12.5% | -2.6% | +6.4% |
| 3M | +30.2% | +31.2% | -1.1% | +21.3% |
| 6M | +37.2% | +14.4% | +22.9% | +30.4% |
| YTD | -7.3% | +33.9% | -41.2% | -17.9% |
| 1Y | +40.0% | +65.1% | -25.1% | +14.6% |
| All | +40.0% | +66.7% | -26.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling