-81.2%
PATH vs ECL
+43.8%
-125.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.1% |
| 7D | -5.3% | -0.8% | -4.6% | -4.9% |
| 30D | -0.5% | +8.1% | -8.7% | -5.8% |
| 3M | -7.1% | +6.4% | -13.5% | -11.4% |
| 6M | +23.8% | +14.8% | +9.0% | +11.1% |
| YTD | -20.7% | +15.5% | -36.1% | -30.9% |
| 1Y | -8.1% | +20.1% | -28.2% | -22.7% |
| 3Y | -21.8% | +77.8% | -99.6% | -56.0% |
| 5Y | -76.8% | +37.9% | -114.7% | -86.5% |
| All | -81.2% | +43.8% | -125.0% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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