-81.2%
PATH vs FLR
+121.2%
-202.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -1.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -0.5% | -9.1% | +8.6% | +2.3% |
| 3M | -7.1% | -4.7% | -2.5% | -6.4% |
| 6M | +23.8% | -14.2% | +38.1% | +26.5% |
| YTD | -20.7% | +17.3% | -38.0% | -29.0% |
| 1Y | -8.1% | +4.3% | -12.3% | -13.9% |
| 3Y | -21.8% | +30.7% | -52.6% | -37.9% |
| 5Y | -76.8% | +101.3% | -178.1% | -84.3% |
| All | -81.2% | +121.2% | -202.4% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling