-81.1%
PATH vs EOG
+178.4%
-259.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -5.6% | -10.7% | +5.1% | -3.6% |
| 30D | -0.7% | +1.1% | -1.8% | -1.1% |
| 3M | -5.9% | +8.7% | -14.5% | -7.6% |
| 6M | +21.6% | +4.4% | +17.2% | +19.8% |
| YTD | -20.6% | +42.4% | -63.0% | -27.0% |
| 1Y | -10.6% | +42.1% | -52.7% | -17.7% |
| 3Y | -24.9% | +25.8% | -50.7% | -29.7% |
| 5Y | -76.8% | +93.3% | -170.1% | -79.1% |
| All | -81.1% | +178.4% | -259.6% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling