-78.0%
PATH vs USFD
+173.8%
-251.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.4% |
| 7D | -16.3% | -3.0% | -13.3% | -15.0% |
| 30D | +9.9% | +3.5% | +6.4% | +7.6% |
| 3M | +30.2% | +26.6% | +3.6% | +13.3% |
| 6M | +37.2% | +11.7% | +25.5% | +26.2% |
| YTD | -7.3% | +38.1% | -45.5% | -27.9% |
| 1Y | +40.0% | +33.4% | +6.6% | +10.8% |
| 3Y | -4.4% | +155.8% | -160.2% | -53.3% |
| 5Y | -76.0% | +214.0% | -290.1% | -89.7% |
| All | -78.0% | +173.8% | -251.8% | -90.1% |
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