-73.1%
PATH vs ELAN
-27.6%
-45.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | +1.6% | -17.9% | -16.9% |
| 30D | +9.9% | -6.6% | +16.5% | +11.8% |
| 3M | +30.2% | -0.8% | +31.0% | +28.8% |
| 6M | +37.2% | +0.2% | +37.0% | +31.9% |
| YTD | -7.3% | +8.3% | -15.6% | -14.3% |
| 1Y | +40.0% | +40.2% | -0.2% | +14.0% |
| 3Y | -4.4% | +97.7% | -102.1% | -44.2% |
| All | -73.1% | -27.6% | -45.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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