-78.0%
PATH vs FIVE
+33.0%
-111.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.1% | -21.7% | -18.7% |
| 7D | -16.3% | +4.3% | -20.6% | -18.1% |
| 30D | +9.9% | +12.5% | -2.6% | +3.9% |
| 3M | +30.2% | +31.2% | -1.1% | +15.1% |
| 6M | +37.2% | +14.4% | +22.9% | +26.1% |
| YTD | -7.3% | +33.9% | -41.2% | -20.6% |
| 1Y | +40.0% | +65.1% | -25.1% | +9.0% |
| 3Y | -4.4% | +49.0% | -53.4% | -25.9% |
| 5Y | -76.0% | +30.3% | -106.3% | -81.4% |
| All | -78.0% | +33.0% | -111.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling