-21.8%
PATH vs FLR
+27.4%
-49.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -1.0% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -0.5% | -9.1% | +8.6% | +1.8% |
| 3M | -7.1% | -4.7% | -2.5% | -6.5% |
| 6M | +23.8% | -14.2% | +38.1% | +26.4% |
| YTD | -20.7% | +17.3% | -38.0% | -28.5% |
| 1Y | -8.1% | +4.3% | -12.3% | -13.5% |
| 3Y | -21.8% | +30.7% | -52.6% | -44.1% |
| All | -21.8% | +27.4% | -49.3% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling