-77.0%
PATH vs EFV
+87.6%
-164.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.6% |
| 7D | -5.3% | -0.7% | -4.7% | -4.6% |
| 30D | -0.5% | +0.9% | -1.4% | -1.7% |
| 3M | -7.1% | -3.6% | -3.6% | -3.1% |
| 6M | +23.8% | +2.5% | +21.3% | +19.0% |
| YTD | -20.7% | +13.2% | -33.9% | -35.1% |
| 1Y | -8.1% | +20.3% | -28.4% | -31.2% |
| 3Y | -21.8% | +84.9% | -106.7% | -70.5% |
| All | -77.0% | +87.6% | -164.6% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling