+37.2%
PATH vs EME
+1.3%
+35.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.4% | -16.2% |
| 7D | -16.3% | +1.9% | -18.2% | -15.9% |
| 30D | +9.9% | -8.3% | +18.2% | +8.1% |
| 3M | +30.2% | -10.7% | +40.9% | +26.3% |
| 6M | +37.2% | +1.9% | +35.3% | +38.5% |
| All | +37.2% | +1.3% | +35.9% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling