-75.7%
PATH vs ES
-5.6%
-70.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | -2.0% | +11.9% | +10.4% |
| 3M | +30.2% | +1.7% | +28.5% | +29.4% |
| 6M | +37.2% | -3.5% | +40.8% | +38.0% |
| YTD | -7.3% | +7.9% | -15.2% | -10.0% |
| 1Y | +40.0% | +17.2% | +22.8% | +32.0% |
| 3Y | -4.4% | +29.3% | -33.7% | -15.0% |
| All | -75.7% | -5.6% | -70.0% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling