-77.4%
PATH vs EME
+407.9%
-485.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.3% | -7.5% | -2.7% |
| 7D | -2.7% | -4.4% | +1.7% | -1.7% |
| 30D | -3.7% | -17.3% | +13.5% | +2.2% |
| 3M | -13.8% | -20.0% | +6.3% | -8.0% |
| 6M | +20.3% | -29.1% | +49.4% | +33.1% |
| YTD | -20.8% | +6.9% | -27.8% | -31.3% |
| 1Y | -9.2% | +0.8% | -10.0% | -18.5% |
| 3Y | -21.8% | +214.4% | -236.2% | -71.2% |
| 5Y | -77.4% | +404.2% | -481.6% | -95.6% |
| All | -77.4% | +407.9% | -485.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling