-81.2%
PATH vs EFA
+55.8%
-137.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.0% |
| 7D | -5.3% | -1.4% | -3.9% | -3.4% |
| 30D | -0.5% | -1.2% | +0.6% | +1.0% |
| 3M | -7.1% | -5.1% | -2.0% | -0.4% |
| 6M | +23.8% | -1.2% | +25.1% | +24.3% |
| YTD | -20.7% | +7.8% | -28.5% | -32.6% |
| 1Y | -8.1% | +12.2% | -20.2% | -26.9% |
| 3Y | -21.8% | +61.5% | -83.3% | -67.4% |
| 5Y | -76.8% | +45.8% | -122.6% | -88.6% |
| All | -81.2% | +55.8% | -137.0% | -90.7% |
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