-80.4%
PATH vs USFD
+189.3%
-269.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.5% | -5.6% | -1.6% |
| 7D | -4.8% | +7.8% | -12.6% | -8.8% |
| 30D | +2.7% | +16.2% | -13.5% | -5.7% |
| 3M | -4.2% | +11.0% | -15.2% | -10.1% |
| 6M | +24.7% | +20.7% | +4.0% | +10.5% |
| YTD | -17.6% | +46.0% | -63.5% | -38.0% |
| 1Y | -5.3% | +49.8% | -55.1% | -30.3% |
| 3Y | -22.0% | +167.3% | -189.3% | -62.9% |
| 5Y | -76.5% | +197.2% | -273.7% | -90.0% |
| All | -80.4% | +189.3% | -269.7% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling