-77.0%
PATH vs EOG
+94.0%
-171.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -5.3% | -11.1% | +5.8% | -2.9% |
| 30D | -0.5% | +2.7% | -3.2% | -1.3% |
| 3M | -7.1% | +8.8% | -15.9% | -9.2% |
| 6M | +23.8% | +10.8% | +13.0% | +19.9% |
| YTD | -20.7% | +44.6% | -65.3% | -28.5% |
| 1Y | -8.1% | +44.6% | -52.6% | -17.1% |
| 3Y | -21.8% | +29.5% | -51.3% | -28.3% |
| All | -77.0% | +94.0% | -171.0% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling