-81.2%
PATH vs EME
+425.1%
-506.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -5.3% | -10.5% | +5.1% | -2.1% |
| 30D | -0.5% | -22.4% | +21.9% | +7.9% |
| 3M | -7.1% | -24.7% | +17.6% | +1.1% |
| 6M | +23.8% | -35.5% | +59.3% | +41.6% |
| YTD | -20.7% | -0.3% | -20.4% | -28.9% |
| 1Y | -8.1% | -6.7% | -1.3% | -14.6% |
| 3Y | -21.8% | +190.6% | -212.5% | -67.3% |
| 5Y | -76.8% | +367.3% | -444.1% | -93.9% |
| All | -81.2% | +425.1% | -506.3% | -95.0% |
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