-80.4%
PATH vs USFR
+21.3%
-101.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.5% |
| 30D | +2.7% | +0.4% | +2.3% | +3.6% |
| 3M | -4.2% | +1.1% | -5.2% | -1.9% |
| 6M | +24.7% | +2.0% | +22.7% | +30.1% |
| YTD | -17.6% | +3.4% | -20.9% | -11.3% |
| 1Y | -5.3% | +4.1% | -9.4% | +3.3% |
| 3Y | -22.0% | +14.4% | -36.4% | +12.3% |
| 5Y | -76.5% | +21.3% | -97.8% | -56.1% |
| All | -80.4% | +21.3% | -101.7% | -63.0% |
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 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