-76.8%
PATH vs EMB
+6.4%
-83.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -2.5% |
| 7D | -5.6% | -0.3% | -5.3% | -4.8% |
| 30D | -0.7% | +1.1% | -1.8% | -3.0% |
| 3M | -5.9% | -2.9% | -2.9% | +0.9% |
| 6M | +21.6% | -2.1% | +23.7% | +27.6% |
| YTD | -20.6% | -1.1% | -19.5% | -19.1% |
| 1Y | -10.6% | +0.3% | -10.9% | -11.9% |
| 3Y | -24.9% | +27.7% | -52.6% | -57.7% |
| 5Y | -76.8% | +6.0% | -82.8% | -81.0% |
| All | -76.8% | +6.4% | -83.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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