-76.5%
PATH vs FN
+197.1%
-273.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.0% |
| 7D | -4.8% | -7.0% | +2.2% | -3.8% |
| 30D | +2.7% | -24.7% | +27.4% | +7.6% |
| 3M | -4.2% | -35.7% | +31.5% | +2.5% |
| 6M | +24.7% | -52.4% | +77.2% | +39.2% |
| YTD | -17.6% | -25.0% | +7.4% | -23.4% |
| 1Y | -5.3% | -25.7% | +20.3% | -12.4% |
| 3Y | -22.0% | +110.2% | -132.2% | -58.2% |
| 5Y | -76.5% | +192.3% | -268.9% | -91.2% |
| All | -76.5% | +197.1% | -273.6% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling