-81.0%
PATH vs USFR
+21.4%
-102.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.5% |
| 30D | -1.4% | +0.4% | -1.7% | -0.4% |
| 3M | -16.4% | +1.1% | -17.5% | -14.3% |
| 6M | +23.3% | +2.1% | +21.2% | +28.7% |
| YTD | -19.8% | +3.4% | -23.3% | -13.6% |
| 1Y | -8.6% | +4.1% | -12.6% | -0.1% |
| 3Y | -24.0% | +14.4% | -38.5% | +9.3% |
| 5Y | -77.1% | +21.4% | -98.6% | -56.9% |
| All | -81.0% | +21.4% | -102.4% | -64.0% |
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