-80.8%
PATH vs EME
+469.1%
-549.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +2.1% | +8.4% | -6.3% | -0.8% |
| 30D | +1.6% | -11.5% | +13.1% | +5.3% |
| 3M | -20.4% | -20.6% | +0.2% | -14.9% |
| 6M | +40.1% | -28.5% | +68.6% | +54.2% |
| YTD | -19.0% | +8.0% | -27.0% | -29.5% |
| 1Y | -5.8% | +6.8% | -12.6% | -17.2% |
| 3Y | -22.9% | +213.9% | -236.8% | -68.6% |
| 5Y | -75.3% | +414.8% | -490.1% | -93.7% |
| All | -80.8% | +469.1% | -549.9% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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