-81.2%
PATH vs EFA
+60.5%
-141.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -4.3% |
| 7D | -2.7% | +1.2% | -3.9% | -4.4% |
| 30D | -3.7% | +1.5% | -5.2% | -5.9% |
| 3M | -13.8% | -3.3% | -10.4% | -10.0% |
| 6M | +20.3% | +2.6% | +17.7% | +14.6% |
| YTD | -20.8% | +11.0% | -31.8% | -35.4% |
| 1Y | -9.2% | +15.1% | -24.3% | -30.4% |
| 3Y | -21.8% | +67.6% | -89.4% | -69.2% |
| 5Y | -77.4% | +50.5% | -127.9% | -89.4% |
| All | -81.2% | +60.5% | -141.7% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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