-75.7%
PATH vs ELV
+15.3%
-91.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.9% | -16.3% |
| 7D | -16.3% | +3.3% | -19.6% | -16.7% |
| 30D | +9.9% | +4.2% | +5.8% | +9.1% |
| 3M | +30.2% | -0.1% | +30.2% | +29.9% |
| 6M | +37.2% | +41.3% | -4.0% | +28.1% |
| YTD | -7.3% | +17.4% | -24.8% | -10.6% |
| 1Y | +40.0% | +35.1% | +4.9% | +30.9% |
| 3Y | -4.4% | -3.2% | -1.2% | -5.8% |
| All | -75.7% | +15.3% | -91.0% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling