-25.8%
PATH vs USFR
+14.4%
-40.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.1% |
| 30D | -4.8% | +0.4% | -5.2% | -4.0% |
| 3M | -17.7% | +1.1% | -18.8% | -16.4% |
| 6M | +18.9% | +2.1% | +16.9% | +19.9% |
| YTD | -21.7% | +3.4% | -25.2% | -20.1% |
| 1Y | -9.6% | +4.1% | -13.7% | -7.8% |
| 3Y | -25.8% | +14.4% | -40.2% | +85.3% |
| All | -25.8% | +14.4% | -40.2% | +85.3% |
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