-81.0%
PATH vs ELV
+21.7%
-102.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -2.7% | -1.1% | -1.7% | -2.6% |
| 30D | -1.4% | +1.8% | -3.1% | -1.7% |
| 3M | -16.4% | +10.5% | -26.9% | -17.7% |
| 6M | +23.3% | +13.5% | +9.8% | +20.7% |
| YTD | -19.8% | +24.3% | -44.1% | -22.8% |
| 1Y | -8.6% | +38.9% | -47.5% | -13.7% |
| 3Y | -24.0% | -1.5% | -22.6% | -25.0% |
| 5Y | -77.1% | +7.3% | -84.4% | -77.1% |
| All | -81.0% | +21.7% | -102.7% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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