-8.6%
PATH vs EME
-1.5%
-7.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.3% | -7.5% | +0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -3.3% |
| 30D | -3.7% | -17.3% | +13.5% | -6.1% |
| 3M | -13.8% | -20.0% | +6.3% | -15.8% |
| 6M | +20.3% | -29.1% | +49.4% | +17.8% |
| YTD | -20.8% | +6.9% | -27.8% | -36.3% |
| All | -8.6% | -1.5% | -7.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling