-81.1%
PATH vs EL
-62.4%
-18.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.0% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -0.7% | +15.3% | -16.0% | -6.8% |
| 3M | -5.9% | +24.2% | -30.1% | -15.6% |
| 6M | +21.6% | +30.9% | -9.3% | +5.4% |
| YTD | -20.6% | +3.9% | -24.5% | -26.2% |
| 1Y | -10.6% | +19.9% | -30.4% | -22.8% |
| 3Y | -24.9% | +2.5% | -27.4% | -38.1% |
| 5Y | -76.8% | -66.7% | -10.1% | -55.1% |
| All | -81.1% | -62.4% | -18.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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