-75.7%
PATH vs EFA
+54.3%
-130.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.8% |
| 7D | -16.3% | +0.6% | -16.9% | -17.0% |
| 30D | +9.9% | +0.9% | +9.1% | +8.6% |
| 3M | +30.2% | +4.9% | +25.3% | +20.8% |
| 6M | +37.2% | +8.6% | +28.7% | +17.9% |
| YTD | -7.3% | +14.6% | -21.9% | -28.1% |
| 1Y | +40.0% | +22.6% | +17.4% | -3.0% |
| 3Y | -4.4% | +66.5% | -70.9% | -62.7% |
| All | -75.7% | +54.3% | -130.0% | -88.6% |
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