-6.1%
PATH vs ENB
+67.6%
-73.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.6% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | +9.9% | -2.2% | +12.1% | +10.1% |
| 3M | +30.2% | -10.5% | +40.7% | +31.8% |
| 6M | +37.2% | -5.1% | +42.3% | +36.8% |
| YTD | -7.3% | +9.0% | -16.3% | -11.9% |
| 1Y | +40.0% | +8.2% | +31.8% | +32.8% |
| All | -6.1% | +67.6% | -73.7% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling