-81.1%
PATH vs ENB
+84.4%
-165.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.1% |
| 7D | -5.6% | -2.4% | -3.2% | -4.6% |
| 30D | -0.7% | +3.4% | -4.1% | -2.3% |
| 3M | -5.9% | -6.1% | +0.2% | -3.5% |
| 6M | +21.6% | -10.0% | +31.6% | +26.0% |
| YTD | -20.6% | +4.7% | -25.3% | -25.7% |
| 1Y | -10.6% | +7.5% | -18.1% | -17.8% |
| 3Y | -24.9% | +69.1% | -94.0% | -51.9% |
| 5Y | -76.8% | +50.4% | -127.2% | -83.4% |
| All | -81.1% | +84.4% | -165.5% | -87.0% |
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