-78.0%
PATH vs FLR
+167.3%
-245.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.3% | -14.3% | -15.9% |
| 7D | -16.3% | +5.4% | -21.7% | -17.6% |
| 30D | +9.9% | +11.4% | -1.5% | +5.7% |
| 3M | +30.2% | +11.4% | +18.8% | +23.7% |
| 6M | +37.2% | +16.6% | +20.6% | +25.7% |
| YTD | -7.3% | +41.7% | -49.0% | -21.7% |
| 1Y | +40.0% | +35.4% | +4.6% | +20.1% |
| 3Y | -4.4% | +57.3% | -61.7% | -28.3% |
| 5Y | -76.0% | +241.0% | -317.0% | -86.4% |
| All | -78.0% | +167.3% | -245.3% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling