+40.0%
PATH vs FIX
+128.3%
-88.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -16.6% |
| 7D | -16.3% | +6.0% | -22.3% | -16.3% |
| 30D | +9.9% | -7.2% | +17.2% | +10.0% |
| 3M | +30.2% | -15.9% | +46.0% | +30.4% |
| 6M | +37.2% | +12.7% | +24.5% | +28.8% |
| YTD | -7.3% | +72.8% | -80.1% | -27.8% |
| 1Y | +40.0% | +122.9% | -82.9% | -2.1% |
| All | +40.0% | +128.3% | -88.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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