-21.8%
PATH vs USFR
+14.4%
-36.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.3% |
| 30D | -0.7% | +0.4% | -1.1% | +0.7% |
| 3M | -5.9% | +1.1% | -6.9% | -3.3% |
| 6M | +21.6% | +2.0% | +19.6% | +25.7% |
| YTD | -20.6% | +3.4% | -24.0% | -15.3% |
| 1Y | -10.6% | +4.1% | -14.7% | -3.5% |
| All | -21.8% | +14.4% | -36.2% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling