-5.3%
PATH vs ESI
+27.8%
-33.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +2.9% |
| 7D | -4.8% | -6.6% | +1.8% | -4.8% |
| 30D | +2.7% | -10.9% | +13.6% | +2.6% |
| 3M | -4.2% | -13.8% | +9.6% | -3.8% |
| 6M | +24.7% | -21.5% | +46.3% | +24.5% |
| YTD | -17.6% | +34.7% | -52.2% | -37.8% |
| 1Y | -5.3% | +24.9% | -30.2% | -24.7% |
| All | -5.3% | +27.8% | -33.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling