-81.1%
PATH vs USFD
+181.2%
-262.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.2% |
| 7D | -5.6% | +3.9% | -9.5% | -7.7% |
| 30D | -0.7% | +10.7% | -11.4% | -6.3% |
| 3M | -5.9% | +6.3% | -12.2% | -9.6% |
| 6M | +21.6% | +16.2% | +5.4% | +10.0% |
| YTD | -20.6% | +41.9% | -62.5% | -39.4% |
| 1Y | -10.6% | +44.2% | -54.8% | -32.7% |
| 3Y | -24.9% | +159.8% | -184.7% | -63.7% |
| 5Y | -76.8% | +177.1% | -253.9% | -89.9% |
| All | -81.1% | +181.2% | -262.3% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling