-75.7%
PATH vs ESI
+72.3%
-148.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.6% | -18.2% |
| 7D | -16.3% | +3.3% | -19.6% | -18.0% |
| 30D | +9.9% | -5.9% | +15.8% | +13.0% |
| 3M | +30.2% | -14.1% | +44.3% | +36.5% |
| 6M | +37.2% | +6.6% | +30.6% | +19.3% |
| YTD | -7.3% | +45.0% | -52.3% | -36.8% |
| 1Y | +40.0% | +41.5% | -1.5% | -3.0% |
| 3Y | -4.4% | +78.8% | -83.2% | -49.2% |
| All | -75.7% | +72.3% | -148.0% | -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