-80.4%
PATH vs ES
-3.0%
-77.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | -4.8% | +5.3% | -10.1% | -5.7% |
| 30D | +2.7% | +8.9% | -6.3% | +1.0% |
| 3M | -4.2% | -1.9% | -2.2% | -3.9% |
| 6M | +24.7% | +3.9% | +20.9% | +23.4% |
| YTD | -17.6% | +8.3% | -25.8% | -19.6% |
| 1Y | -5.3% | -0.1% | -5.2% | -6.1% |
| 3Y | -22.0% | +46.0% | -68.0% | -30.5% |
| 5Y | -76.5% | +3.1% | -79.6% | -77.9% |
| All | -80.4% | -3.0% | -77.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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