-75.7%
PATH vs EL
-67.1%
-8.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.0% | -19.6% | -18.0% |
| 7D | -16.3% | +0.8% | -17.1% | -16.8% |
| 30D | +9.9% | +19.8% | -9.9% | +0.3% |
| 3M | +30.2% | +25.7% | +4.5% | +16.1% |
| 6M | +37.2% | +5.4% | +31.8% | +30.6% |
| YTD | -7.3% | +0.2% | -7.5% | -12.2% |
| 1Y | +40.0% | +20.4% | +19.6% | +19.5% |
| 3Y | -4.4% | -32.1% | +27.7% | +7.2% |
| All | -75.7% | -67.1% | -8.6% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling