-81.2%
PATH vs EFX
+2.9%
-84.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.5% |
| 7D | -5.3% | +2.7% | -8.0% | -7.3% |
| 30D | -0.5% | +33.1% | -33.6% | -20.0% |
| 3M | -7.1% | +8.2% | -15.3% | -12.7% |
| 6M | +23.8% | +10.2% | +13.7% | +14.2% |
| YTD | -20.7% | -11.8% | -8.9% | -15.9% |
| 1Y | -8.1% | -6.1% | -2.0% | -7.1% |
| 3Y | -21.8% | +7.5% | -29.3% | -36.1% |
| 5Y | -76.8% | -30.7% | -46.2% | -75.7% |
| All | -81.2% | +2.9% | -84.1% | -82.7% |
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