-80.4%
PATH vs EIX
+30.4%
-110.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.6% |
| 7D | -4.8% | +4.5% | -9.3% | -5.1% |
| 30D | +2.7% | +15.2% | -12.6% | +1.5% |
| 3M | -4.2% | -11.6% | +7.4% | -3.6% |
| 6M | +24.7% | -8.4% | +33.1% | +24.1% |
| YTD | -17.6% | +8.2% | -25.8% | -21.7% |
| 1Y | -5.3% | +16.6% | -21.9% | -11.9% |
| 3Y | -22.0% | +12.0% | -34.0% | -29.5% |
| 5Y | -76.5% | +24.1% | -100.6% | -79.3% |
| All | -80.4% | +30.4% | -110.8% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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