-80.4%
PATH vs ECL
+50.6%
-131.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +0.6% |
| 7D | -4.8% | +7.7% | -12.5% | -9.6% |
| 30D | +2.7% | +13.7% | -11.0% | -6.0% |
| 3M | -4.2% | +11.6% | -15.7% | -11.5% |
| 6M | +24.7% | +23.9% | +0.8% | +6.0% |
| YTD | -17.6% | +21.0% | -38.5% | -30.4% |
| 1Y | -5.3% | +23.1% | -28.4% | -21.5% |
| 3Y | -22.0% | +85.9% | -107.9% | -57.4% |
| 5Y | -76.5% | +46.1% | -122.6% | -86.8% |
| All | -80.4% | +50.6% | -131.1% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling