-76.8%
PATH vs EFA
+47.1%
-124.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | +0.3% |
| 7D | -5.6% | -1.6% | -4.0% | -3.5% |
| 30D | -0.7% | -1.5% | +0.8% | +1.3% |
| 3M | -5.9% | -4.4% | -1.5% | +0.1% |
| 6M | +21.6% | +2.2% | +19.3% | +15.7% |
| YTD | -20.6% | +8.6% | -29.3% | -33.6% |
| 1Y | -10.6% | +12.8% | -23.4% | -29.9% |
| 3Y | -24.9% | +62.0% | -86.9% | -70.0% |
| 5Y | -76.8% | +46.9% | -123.7% | -89.2% |
| All | -76.8% | +47.1% | -124.0% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling