-10.6%
PATH vs ESI
+14.8%
-25.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.0% | +4.3% | -3.7% |
| 7D | -5.6% | -13.1% | +7.5% | -5.6% |
| 30D | -0.7% | -18.5% | +17.8% | -0.7% |
| 3M | -5.9% | -19.6% | +13.7% | -5.5% |
| 6M | +21.6% | -29.8% | +51.4% | +22.1% |
| YTD | -20.6% | +23.9% | -44.5% | -40.1% |
| 1Y | -10.6% | +15.0% | -25.6% | -28.5% |
| All | -10.6% | +14.8% | -25.4% | -28.5% |
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