-80.8%
PATH vs ENB
+85.3%
-166.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +2.1% | +3.1% | -1.0% | +0.7% |
| 30D | +1.6% | +2.1% | -0.5% | +0.5% |
| 3M | -20.4% | -4.4% | -16.0% | -19.1% |
| 6M | +40.1% | -10.1% | +50.2% | +45.3% |
| YTD | -19.0% | +5.2% | -24.2% | -24.4% |
| 1Y | -5.8% | +4.2% | -10.1% | -11.6% |
| 3Y | -22.9% | +70.1% | -93.0% | -50.8% |
| 5Y | -75.3% | +59.4% | -134.7% | -82.7% |
| All | -80.8% | +85.3% | -166.1% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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