-21.8%
PATH vs EME
+191.8%
-213.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -5.3% | -10.5% | +5.1% | -3.5% |
| 30D | -0.5% | -22.4% | +21.9% | +4.3% |
| 3M | -7.1% | -24.7% | +17.6% | -2.4% |
| 6M | +23.8% | -35.5% | +59.3% | +35.4% |
| YTD | -20.7% | -0.3% | -20.4% | -27.9% |
| 1Y | -8.1% | -6.7% | -1.3% | -14.0% |
| 3Y | -21.8% | +190.6% | -212.5% | -61.7% |
| All | -21.8% | +191.8% | -213.6% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling