+40.0%
PATH vs EOG
+24.8%
+15.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.6% |
| 7D | -16.3% | +1.3% | -17.6% | -16.3% |
| 30D | +9.9% | +8.2% | +1.7% | +9.7% |
| 3M | +30.2% | +3.8% | +26.3% | +30.1% |
| 6M | +37.2% | +15.3% | +21.9% | +36.2% |
| YTD | -7.3% | +41.7% | -49.0% | -7.2% |
| 1Y | +40.0% | +23.6% | +16.4% | +35.7% |
| All | +40.0% | +24.8% | +15.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling