-80.8%
PATH vs USFR
+21.4%
-102.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.2% |
| 30D | +1.6% | +0.4% | +1.2% | +2.5% |
| 3M | -20.4% | +1.1% | -21.5% | -18.4% |
| 6M | +40.1% | +2.0% | +38.1% | +46.2% |
| YTD | -19.0% | +3.5% | -22.5% | -12.7% |
| 1Y | -5.8% | +4.1% | -9.9% | +2.9% |
| 3Y | -22.9% | +14.4% | -37.3% | +10.7% |
| 5Y | -75.3% | +21.4% | -96.7% | -53.7% |
| All | -80.8% | +21.4% | -102.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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