-78.0%
PATH vs ES
-3.4%
-74.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | +30.2% | +1.7% | +28.5% | +29.5% |
| 6M | +37.2% | -3.5% | +40.8% | +37.9% |
| YTD | -7.3% | +7.9% | -15.2% | -9.5% |
| 1Y | +40.0% | +17.2% | +22.8% | +33.6% |
| 3Y | -4.4% | +29.3% | -33.7% | -13.1% |
| 5Y | -76.0% | -5.7% | -70.3% | -78.7% |
| All | -78.0% | -3.4% | -74.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling