-75.7%
PATH vs EFX
-33.8%
-41.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -6.4% | -10.3% | -11.9% |
| 7D | -16.3% | -8.6% | -7.7% | -10.0% |
| 30D | +9.9% | +0.1% | +9.8% | +10.4% |
| 3M | +30.2% | +3.8% | +26.3% | +26.2% |
| 6M | +37.2% | -13.5% | +50.7% | +51.9% |
| YTD | -7.3% | -17.7% | +10.3% | +4.8% |
| 1Y | +40.0% | -25.6% | +65.6% | +69.4% |
| 3Y | -4.4% | -12.1% | +7.7% | -8.8% |
| All | -75.7% | -33.8% | -41.9% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling