-81.0%
PATH vs EFX
+2.3%
-83.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.7% | -2.0% | -0.8% | -1.4% |
| 30D | -1.4% | +27.9% | -29.2% | -18.3% |
| 3M | -16.4% | +3.8% | -20.3% | -19.2% |
| 6M | +23.3% | +13.0% | +10.3% | +11.8% |
| YTD | -19.8% | -12.4% | -7.4% | -14.6% |
| 1Y | -8.6% | -10.4% | +1.8% | -4.3% |
| 3Y | -24.0% | +4.4% | -28.5% | -36.5% |
| 5Y | -77.1% | -28.9% | -48.2% | -76.2% |
| All | -81.0% | +2.3% | -83.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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