-6.1%
PATH vs FTI
+314.3%
-320.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.6% |
| 7D | -16.3% | +5.3% | -21.6% | -17.0% |
| 30D | +9.9% | +15.3% | -5.4% | +7.3% |
| 3M | +30.2% | +15.8% | +14.4% | +26.5% |
| 6M | +37.2% | +22.6% | +14.6% | +31.1% |
| YTD | -7.3% | +79.5% | -86.9% | -19.4% |
| 1Y | +40.0% | +102.0% | -62.0% | +17.5% |
| All | -6.1% | +314.3% | -320.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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