-81.2%
PATH vs ENB
+79.7%
-160.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +1.0% |
| 7D | -5.3% | -5.2% | -0.1% | -3.1% |
| 30D | -0.5% | +2.2% | -2.7% | -1.7% |
| 3M | -7.1% | -8.1% | +0.9% | -3.9% |
| 6M | +23.8% | -11.2% | +35.0% | +28.8% |
| YTD | -20.7% | +2.0% | -22.7% | -24.9% |
| 1Y | -8.1% | +4.1% | -12.1% | -14.2% |
| 3Y | -21.8% | +64.7% | -86.6% | -49.3% |
| 5Y | -76.8% | +46.6% | -123.4% | -83.2% |
| All | -81.2% | +79.7% | -160.8% | -86.8% |
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