-80.4%
PATH vs FLEX
+475.8%
-556.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -12.3% | +15.2% | +6.4% |
| 7D | -4.8% | -17.0% | +12.2% | -0.2% |
| 30D | +2.7% | -33.8% | +36.5% | +14.2% |
| 3M | -4.2% | -39.0% | +34.9% | +8.3% |
| 6M | +24.7% | -15.9% | +40.6% | +12.9% |
| YTD | -17.6% | +27.8% | -45.4% | -42.5% |
| 1Y | -5.3% | +25.0% | -30.3% | -33.5% |
| 3Y | -22.0% | +292.3% | -314.3% | -75.4% |
| 5Y | -76.5% | +472.6% | -549.1% | -94.5% |
| All | -80.4% | +475.8% | -556.2% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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