-80.4%
PATH vs EL
-60.8%
-19.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +0.1% |
| 7D | -4.8% | +2.5% | -7.3% | -5.9% |
| 30D | +2.7% | +20.1% | -17.4% | -5.4% |
| 3M | -4.2% | +29.3% | -33.4% | -15.6% |
| 6M | +24.7% | +38.8% | -14.0% | +5.3% |
| YTD | -17.6% | +8.1% | -25.7% | -24.7% |
| 1Y | -5.3% | +22.3% | -27.7% | -18.9% |
| 3Y | -22.0% | +6.7% | -28.7% | -36.9% |
| 5Y | -76.5% | -64.4% | -12.1% | -55.8% |
| All | -80.4% | -60.8% | -19.6% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling