-81.1%
PATH vs ESI
+71.5%
-152.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.0% | +4.3% | +0.2% |
| 7D | -5.6% | -13.1% | +7.5% | +0.8% |
| 30D | -0.7% | -18.5% | +17.8% | +8.9% |
| 3M | -5.9% | -19.6% | +13.7% | +2.8% |
| 6M | +21.6% | -29.8% | +51.4% | +37.4% |
| YTD | -20.6% | +23.9% | -44.5% | -41.6% |
| 1Y | -10.6% | +15.0% | -25.6% | -30.7% |
| 3Y | -24.9% | +64.3% | -89.2% | -58.7% |
| 5Y | -76.8% | +26.3% | -103.2% | -85.6% |
| All | -81.1% | +71.5% | -152.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling