-22.9%
PATH vs FTI
+212.2%
-235.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +2.1% | +4.3% | -2.2% | +1.4% |
| 30D | +1.6% | -4.7% | +6.3% | +2.3% |
| 3M | -20.4% | -13.5% | -6.9% | -18.7% |
| 6M | +40.1% | -8.7% | +48.8% | +41.5% |
| YTD | -19.0% | +49.0% | -68.0% | -27.8% |
| 1Y | -5.8% | +54.0% | -59.8% | -16.9% |
| 3Y | -22.9% | +211.6% | -234.6% | -44.2% |
| All | -22.9% | +212.2% | -235.1% | -44.2% |
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