-77.0%
PATH vs EL
-66.1%
-10.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.1% |
| 7D | -5.3% | +0.8% | -6.1% | -5.7% |
| 30D | -0.5% | +16.5% | -17.1% | -7.2% |
| 3M | -7.1% | +29.2% | -36.3% | -18.3% |
| 6M | +23.8% | +27.9% | -4.1% | +8.5% |
| YTD | -20.7% | +6.2% | -26.9% | -27.0% |
| 1Y | -8.1% | +27.2% | -35.2% | -23.1% |
| 3Y | -21.8% | +3.2% | -25.0% | -35.9% |
| All | -77.0% | -66.1% | -10.9% | -52.2% |
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