-77.0%
PATH vs ESI
+28.5%
-105.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.1% |
| 7D | -5.3% | -8.5% | +3.2% | -1.2% |
| 30D | -0.5% | -15.7% | +15.1% | +7.6% |
| 3M | -7.1% | -18.2% | +11.1% | +0.9% |
| 6M | +23.8% | -28.8% | +52.7% | +39.8% |
| YTD | -20.7% | +26.3% | -46.9% | -43.7% |
| 1Y | -8.1% | +18.2% | -26.3% | -31.5% |
| 3Y | -21.8% | +68.1% | -89.9% | -60.7% |
| All | -77.0% | +28.5% | -105.5% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling