-78.0%
PATH vs ENB
+91.9%
-169.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.2% |
| 7D | -16.3% | -0.2% | -16.1% | -16.2% |
| 30D | +9.9% | -2.2% | +12.1% | +11.0% |
| 3M | +30.2% | -10.5% | +40.7% | +36.4% |
| 6M | +37.2% | -5.1% | +42.3% | +38.3% |
| YTD | -7.3% | +9.0% | -16.3% | -14.6% |
| 1Y | +40.0% | +8.2% | +31.8% | +28.9% |
| 3Y | -4.4% | +67.8% | -72.2% | -37.7% |
| 5Y | -76.0% | +69.4% | -145.4% | -83.6% |
| All | -78.0% | +91.9% | -169.9% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling