-78.0%
PATH vs USFR
+20.4%
-98.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | +0.1% | -16.4% | -16.2% |
| 30D | +9.9% | +0.3% | +9.6% | +10.5% |
| 3M | +30.2% | +1.0% | +29.2% | +32.6% |
| 6M | +37.2% | +1.9% | +35.3% | +42.6% |
| YTD | -7.3% | +2.6% | -9.9% | -2.1% |
| 1Y | +40.0% | +4.0% | +36.0% | +52.1% |
| 3Y | -4.4% | +14.1% | -18.5% | +37.2% |
| 5Y | -76.0% | +20.4% | -96.4% | -55.9% |
| All | -78.0% | +20.4% | -98.4% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling