-75.2%
PATH vs ELV
+5.9%
-81.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +1.6% | +0.4% | +1.2% | +1.5% |
| 3M | -20.4% | +8.4% | -28.8% | -21.6% |
| 6M | +40.1% | +8.4% | +31.7% | +37.7% |
| YTD | -19.0% | +24.4% | -43.4% | -22.7% |
| 1Y | -5.8% | +33.5% | -39.3% | -11.6% |
| 3Y | -22.9% | -2.1% | -20.9% | -24.0% |
| All | -75.2% | +5.9% | -81.1% | -76.4% |
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