-78.0%
PATH vs ECL
+33.2%
-111.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -2.6% | -13.7% | -14.8% |
| 30D | +9.9% | -2.2% | +12.1% | +11.3% |
| 3M | +30.2% | +10.1% | +20.1% | +20.9% |
| 6M | +37.2% | -5.7% | +43.0% | +40.7% |
| YTD | -7.3% | +7.0% | -14.3% | -14.8% |
| 1Y | +40.0% | +2.7% | +37.3% | +32.3% |
| 3Y | -4.4% | +57.7% | -62.1% | -40.6% |
| 5Y | -76.0% | +31.1% | -107.2% | -85.5% |
| All | -78.0% | +33.2% | -111.2% | -86.6% |
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