-21.8%
PATH vs EFV
+84.2%
-106.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.0% |
| 7D | -5.3% | -0.7% | -4.7% | -4.8% |
| 30D | -0.5% | +0.9% | -1.4% | -1.2% |
| 3M | -7.1% | -3.6% | -3.6% | -4.5% |
| 6M | +23.8% | +2.5% | +21.3% | +21.1% |
| YTD | -20.7% | +13.2% | -33.9% | -31.0% |
| 1Y | -8.1% | +20.3% | -28.4% | -25.6% |
| 3Y | -21.8% | +84.9% | -106.7% | -68.3% |
| All | -21.8% | +84.2% | -106.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling