-78.0%
PATH vs ESTC
-23.7%
-54.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.5% | -12.1% | -13.8% |
| 7D | -16.3% | -8.1% | -8.2% | -11.7% |
| 30D | +9.9% | +31.7% | -21.8% | -9.4% |
| 3M | +30.2% | +41.1% | -10.9% | +2.9% |
| 6M | +37.2% | +77.1% | -39.9% | -6.1% |
| YTD | -7.3% | +21.7% | -29.0% | -21.2% |
| 1Y | +40.0% | +8.4% | +31.6% | +24.4% |
| 3Y | -4.4% | +23.6% | -28.0% | -32.2% |
| 5Y | -76.0% | -46.5% | -29.6% | -74.6% |
| All | -78.0% | -23.7% | -54.3% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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