-81.2%
PATH vs USFR
+21.3%
-102.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.1% |
| 30D | -0.5% | +0.4% | -0.9% | +0.5% |
| 3M | -7.1% | +1.1% | -8.2% | -4.9% |
| 6M | +23.8% | +2.1% | +21.8% | +29.2% |
| YTD | -20.7% | +3.4% | -24.1% | -14.6% |
| 1Y | -8.1% | +4.1% | -12.2% | +0.4% |
| 3Y | -21.8% | +14.4% | -36.2% | +12.5% |
| 5Y | -76.8% | +21.3% | -98.2% | -56.7% |
| All | -81.2% | +21.3% | -102.5% | -64.4% |
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