-81.0%
PATH vs EME
+475.5%
-556.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.3% |
| 7D | -2.7% | +4.3% | -7.0% | -4.2% |
| 30D | -1.4% | -14.4% | +13.0% | +3.4% |
| 3M | -16.4% | -18.3% | +1.9% | -11.5% |
| 6M | +23.3% | -28.3% | +51.6% | +35.8% |
| YTD | -19.8% | +9.2% | -29.0% | -30.4% |
| 1Y | -8.6% | +4.3% | -12.8% | -18.5% |
| 3Y | -24.0% | +218.6% | -242.7% | -69.2% |
| 5Y | -77.1% | +421.0% | -498.2% | -94.2% |
| All | -81.0% | +475.5% | -556.4% | -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