-78.0%
PATH vs ELV
+15.0%
-93.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.9% | -16.4% |
| 7D | -16.3% | +3.3% | -19.6% | -16.7% |
| 30D | +9.9% | +4.2% | +5.8% | +9.3% |
| 3M | +30.2% | -0.1% | +30.2% | +29.9% |
| 6M | +37.2% | +41.3% | -4.0% | +29.6% |
| YTD | -7.3% | +17.4% | -24.8% | -10.0% |
| 1Y | +40.0% | +35.1% | +4.9% | +32.6% |
| 3Y | -4.4% | -3.2% | -1.2% | -5.3% |
| 5Y | -76.0% | +15.6% | -91.6% | -75.0% |
| All | -78.0% | +15.0% | -93.0% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling