-81.0%
PATH vs EOG
+195.5%
-276.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | -2.7% | +4.6% | -7.3% | -3.5% |
| 30D | -1.4% | +2.9% | -4.2% | -2.0% |
| 3M | -16.4% | +8.0% | -24.4% | -17.8% |
| 6M | +23.3% | +17.0% | +6.3% | +18.8% |
| YTD | -19.8% | +51.1% | -70.9% | -27.1% |
| 1Y | -8.6% | +45.1% | -53.7% | -16.1% |
| 3Y | -24.0% | +39.4% | -63.5% | -30.2% |
| 5Y | -77.1% | +105.6% | -182.7% | -79.6% |
| All | -81.0% | +195.5% | -276.4% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling