-81.2%
PATH vs EAT
+203.8%
-285.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.7% | -3.9% | +1.2% | -1.4% |
| 30D | -3.7% | +5.0% | -8.7% | -5.8% |
| 3M | -13.8% | -9.6% | -4.1% | -12.2% |
| 6M | +20.3% | +46.8% | -26.5% | +2.5% |
| YTD | -20.8% | +41.8% | -62.6% | -33.2% |
| 1Y | -9.2% | +98.3% | -107.5% | -33.4% |
| 3Y | -21.8% | +503.1% | -524.8% | -68.9% |
| 5Y | -77.4% | +356.7% | -434.1% | -91.2% |
| All | -81.2% | +203.8% | -285.0% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling