-80.4%
PATH vs FIVE
+32.9%
-113.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +0.2% |
| 7D | -4.8% | +7.5% | -12.3% | -7.6% |
| 30D | +2.7% | +16.7% | -14.0% | -3.7% |
| 3M | -4.2% | +13.4% | -17.5% | -10.0% |
| 6M | +24.7% | +9.0% | +15.7% | +17.6% |
| YTD | -17.6% | +33.8% | -51.4% | -29.6% |
| 1Y | -5.3% | +61.2% | -66.5% | -25.4% |
| 3Y | -22.0% | +42.1% | -64.1% | -37.6% |
| 5Y | -76.5% | +21.4% | -97.9% | -81.5% |
| All | -80.4% | +32.9% | -113.3% | -85.6% |
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 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