-81.4%
PATH vs FLR
+140.1%
-221.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | +5.1% | -7.4% | -4.0% |
| 30D | -4.8% | -0.5% | -4.3% | -5.0% |
| 3M | -17.7% | -3.5% | -14.2% | -17.1% |
| 6M | +18.9% | +16.5% | +2.4% | +9.9% |
| YTD | -21.7% | +27.3% | -49.0% | -31.9% |
| 1Y | -9.6% | +10.6% | -20.3% | -17.0% |
| 3Y | -25.8% | +39.4% | -65.2% | -42.3% |
| 5Y | -77.1% | +126.4% | -203.5% | -85.1% |
| All | -81.4% | +140.1% | -221.5% | -88.1% |
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