-6.1%
PATH vs ESI
+79.8%
-85.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.6% | -17.6% |
| 7D | -16.3% | +3.3% | -19.6% | -17.3% |
| 30D | +9.9% | -5.9% | +15.8% | +11.8% |
| 3M | +30.2% | -14.1% | +44.3% | +34.1% |
| 6M | +37.2% | +6.6% | +30.6% | +23.9% |
| YTD | -7.3% | +45.0% | -52.3% | -30.6% |
| 1Y | +40.0% | +41.5% | -1.5% | +6.3% |
| All | -6.1% | +79.8% | -85.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling