-75.5%
PATH vs FRSH
-72.0%
-3.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +2.8% |
| 7D | -5.3% | -17.7% | +12.4% | +6.3% |
| 30D | -0.5% | -11.0% | +10.4% | +6.4% |
| 3M | -7.1% | +4.5% | -11.6% | -9.4% |
| 6M | +23.8% | +36.2% | -12.4% | +3.4% |
| YTD | -20.7% | -1.1% | -19.5% | -20.8% |
| 1Y | -8.1% | +11.6% | -19.7% | -14.4% |
| 3Y | -21.8% | -33.9% | +12.1% | -5.4% |
| 5Y | -76.8% | -68.4% | -8.5% | -71.4% |
| All | -75.5% | -72.0% | -3.5% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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